+636.5%
STX vs APLD
+260.6%
+375.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.6% |
| 7D | +16.8% | +19.6% | -2.8% | +14.6% |
| 30D | -27.0% | -24.5% | -2.6% | -24.8% |
| 3M | -37.9% | -45.6% | +7.7% | -34.0% |
| 6M | -32.5% | -61.4% | +28.9% | -26.1% |
| YTD | +98.6% | -30.9% | +129.5% | +105.4% |
| 1Y | +93.6% | -35.8% | +129.4% | +100.5% |
| 3Y | +699.1% | +261.4% | +437.7% | +580.9% |
| All | +636.5% | +260.6% | +375.8% | +448.3% |
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