+577.7%
STX vs APLD
+254.9%
+322.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -17.3% | -6.3% | -10.9% | -16.6% |
| 30D | -35.9% | -29.6% | -6.4% | -33.5% |
| 3M | -37.3% | -42.6% | +5.3% | -33.7% |
| 6M | -35.8% | -59.6% | +23.8% | -30.0% |
| YTD | +82.7% | -32.0% | +114.7% | +89.2% |
| 1Y | +71.6% | -46.9% | +118.6% | +80.2% |
| 3Y | +635.3% | +255.7% | +379.6% | +527.4% |
| All | +577.7% | +254.9% | +322.8% | +405.2% |
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