+583.8%
STX vs APLD
+255.7%
+328.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.5% | +2.3% | +9.0% |
| 7D | -14.8% | +3.1% | -17.8% | -14.9% |
| 30D | -35.4% | -29.4% | -6.0% | -32.9% |
| 3M | -37.7% | -42.8% | +5.1% | -34.1% |
| 6M | -35.2% | -59.5% | +24.2% | -29.4% |
| YTD | +84.4% | -31.8% | +116.2% | +90.9% |
| 1Y | +82.3% | -46.0% | +128.3% | +91.1% |
| 3Y | +646.2% | +252.0% | +394.2% | +537.1% |
| All | +583.8% | +255.7% | +328.0% | +409.6% |
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