-46.5%
APLD vs SPY
+14.6%
-61.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -14.1% |
| 7D | -18.5% | -0.7% | -17.8% | -15.9% |
| 30D | -32.8% | -1.0% | -31.7% | -28.5% |
| 3M | -46.9% | -0.3% | -46.5% | -45.1% |
| 6M | -53.4% | +7.3% | -60.7% | -64.5% |
| YTD | -32.3% | +13.3% | -45.6% | -58.7% |
| 1Y | -46.5% | +14.8% | -61.3% | -69.0% |
| All | -46.5% | +14.6% | -61.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling