+403.2%
APLD vs STZ
-47.2%
+450.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +4.1% | -1.9% | +6.0% | +4.5% |
| 30D | -11.7% | -1.9% | -9.8% | -11.6% |
| 3M | -40.3% | -6.2% | -34.0% | -39.7% |
| 6M | -8.0% | -14.0% | +6.1% | -5.2% |
| YTD | +7.5% | -5.1% | +12.7% | +4.6% |
| 1Y | +84.0% | -9.6% | +93.6% | +82.2% |
| All | +403.2% | -47.2% | +450.5% | +608.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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