+443.7%
APLD vs STZ
-43.5%
+487.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +4.1% | -1.9% | +6.0% | +4.9% |
| 30D | -11.7% | -1.9% | -9.8% | -11.4% |
| 3M | -40.3% | -6.2% | -34.0% | -39.2% |
| 6M | -8.0% | -14.0% | +6.1% | -3.5% |
| YTD | +7.5% | -5.1% | +12.7% | +4.2% |
| 1Y | +84.0% | -9.6% | +93.6% | +82.3% |
| 3Y | +356.2% | -47.2% | +403.5% | +574.7% |
| All | +443.7% | -43.5% | +487.2% | +677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling