+220.6%
APLD vs STT
+133.6%
+87.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.5% | +9.6% |
| 7D | -12.7% | -2.5% | -10.2% | -10.5% |
| 30D | -34.7% | -5.0% | -29.7% | -31.1% |
| 3M | -46.1% | -10.5% | -35.6% | -40.3% |
| 6M | -64.9% | +10.0% | -74.9% | -66.9% |
| YTD | -36.6% | +30.7% | -67.3% | -48.1% |
| 1Y | -50.0% | +43.8% | -93.7% | -62.1% |
| 3Y | +190.1% | +168.1% | +22.0% | +28.3% |
| All | +220.6% | +133.6% | +87.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling