+443.7%
APLD vs STT
+174.1%
+269.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +4.1% | +0.5% | +3.6% | +3.7% |
| 30D | -11.7% | +3.9% | -15.6% | -14.5% |
| 3M | -40.3% | +20.0% | -60.2% | -48.3% |
| 6M | -8.0% | +55.3% | -63.3% | -35.1% |
| YTD | +7.5% | +53.3% | -45.8% | -23.9% |
| 1Y | +84.0% | +74.7% | +9.3% | +16.3% |
| 3Y | +356.2% | +205.8% | +150.4% | +78.7% |
| All | +443.7% | +174.1% | +269.6% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling