+229.3%
APLD vs SAP
+145.0%
+84.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.1% | -6.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | -21.4% | +6.5% | -28.0% | -25.6% |
| 3M | -47.8% | +12.2% | -60.1% | -52.8% |
| 6M | -64.9% | +46.1% | -110.9% | -75.7% |
| YTD | -34.9% | -1.6% | -33.3% | -36.3% |
| 1Y | -30.7% | -5.1% | -25.6% | -29.2% |
| 3Y | +305.3% | +68.4% | +237.0% | +62.9% |
| All | +229.3% | +145.0% | +84.3% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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