+522.8%
STX vs APLD
+230.9%
+291.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.7% | -10.9% | -2.2% |
| 7D | -28.5% | -12.7% | -15.8% | -27.3% |
| 30D | -42.9% | -34.7% | -8.2% | -40.3% |
| 3M | -45.9% | -46.1% | +0.2% | -42.4% |
| 6M | -41.3% | -64.9% | +23.6% | -35.2% |
| YTD | +67.9% | -36.6% | +104.5% | +75.2% |
| 1Y | +66.5% | -50.0% | +116.5% | +75.9% |
| 3Y | +588.0% | +190.1% | +397.9% | +495.6% |
| All | +522.8% | +230.9% | +291.9% | +367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling