+530.3%
STX vs APLD
+201.5%
+328.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -14.7% | -1.6% | -14.7% |
| 7D | -33.4% | -27.0% | -6.4% | -31.0% |
| 30D | -42.1% | -44.1% | +2.0% | -38.4% |
| 3M | -44.3% | -52.6% | +8.3% | -39.8% |
| 6M | -39.4% | -64.5% | +25.1% | -33.0% |
| YTD | +70.0% | -42.2% | +112.2% | +79.2% |
| 1Y | +70.2% | -57.2% | +127.3% | +82.5% |
| 3Y | +585.2% | +159.5% | +425.6% | +500.2% |
| All | +530.3% | +201.5% | +328.8% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling