+269.3%
APLD vs STT
+147.0%
+122.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.1% |
| 7D | +7.8% | +0.4% | +7.4% | +8.1% |
| 30D | -23.0% | -0.4% | -22.5% | -21.8% |
| 3M | -39.7% | -6.5% | -33.2% | -35.5% |
| 6M | -59.8% | +17.2% | -77.0% | -64.1% |
| YTD | -27.0% | +38.2% | -65.2% | -43.0% |
| 1Y | -37.3% | +49.3% | -86.6% | -54.0% |
| 3Y | +281.9% | +181.9% | +100.0% | +62.1% |
| All | +269.3% | +147.0% | +122.3% | +27.0% |
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