+229.3%
APLD vs SGI
+119.7%
+109.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | +2.7% | -5.3% | +8.0% | +6.0% |
| 30D | -21.4% | -2.1% | -19.4% | -22.0% |
| 3M | -47.8% | -8.2% | -39.7% | -46.2% |
| 6M | -64.9% | -4.6% | -60.3% | -64.8% |
| YTD | -34.9% | -31.5% | -3.4% | -20.5% |
| 1Y | -30.7% | -30.8% | +0.1% | -16.1% |
| 3Y | +305.3% | +67.2% | +238.1% | +174.6% |
| All | +229.3% | +119.7% | +109.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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