+269.3%
APLD vs STZ
-36.0%
+305.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +7.6% |
| 7D | +7.8% | -0.9% | +8.8% | +8.1% |
| 30D | -23.0% | +14.9% | -37.9% | -26.9% |
| 3M | -39.7% | +8.4% | -48.1% | -41.9% |
| 6M | -59.8% | +2.8% | -62.6% | -60.7% |
| YTD | -27.0% | +7.5% | -34.5% | -32.8% |
| 1Y | -37.3% | +12.5% | -49.9% | -43.9% |
| 3Y | +281.9% | -35.4% | +317.3% | +394.6% |
| All | +269.3% | -36.0% | +305.2% | +401.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling