+252.0%
APLD vs STT
+178.8%
+73.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +4.7% |
| 7D | +3.1% | +0.9% | +2.2% | +2.8% |
| 30D | -29.4% | -2.3% | -27.1% | -27.2% |
| 3M | -42.8% | -7.0% | -35.8% | -38.6% |
| 6M | -59.5% | +15.5% | -75.0% | -63.0% |
| YTD | -31.8% | +35.6% | -67.4% | -45.0% |
| 1Y | -46.0% | +47.9% | -93.9% | -59.1% |
| 3Y | +252.0% | +181.1% | +70.9% | +58.1% |
| All | +252.0% | +178.8% | +73.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling