+220.6%
APLD vs STZ
-36.9%
+257.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +10.2% |
| 7D | -12.7% | +4.9% | -17.6% | -14.2% |
| 30D | -34.7% | +20.9% | -55.6% | -39.3% |
| 3M | -46.1% | +8.0% | -54.1% | -48.1% |
| 6M | -64.9% | -5.3% | -59.6% | -64.4% |
| YTD | -36.6% | +5.9% | -42.5% | -41.4% |
| 1Y | -50.0% | +14.2% | -64.2% | -56.0% |
| 3Y | +190.1% | -37.0% | +227.1% | +281.0% |
| All | +220.6% | -36.9% | +257.5% | +337.2% |
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 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