+613.7%
STX vs APLD
+239.8%
+373.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.7% | -2.5% |
| 7D | +14.6% | +2.7% | +11.9% | +14.4% |
| 30D | -26.0% | -21.4% | -4.5% | -23.9% |
| 3M | -42.6% | -47.8% | +5.2% | -38.7% |
| 6M | -35.3% | -64.9% | +29.6% | -28.5% |
| YTD | +92.5% | -34.9% | +127.3% | +100.3% |
| 1Y | +102.4% | -30.7% | +133.1% | +109.0% |
| 3Y | +673.8% | +305.3% | +368.5% | +557.9% |
| All | +613.7% | +239.8% | +373.9% | +434.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling