+244.7%
APLD vs SPY
+82.5%
+162.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.2% | +1.2% |
| 7D | +3.1% | +0.1% | +3.0% | +3.6% |
| 30D | -29.4% | -3.3% | -26.1% | -21.0% |
| 3M | -42.8% | -2.4% | -40.4% | -37.3% |
| 6M | -59.5% | +2.6% | -62.0% | -59.8% |
| YTD | -31.8% | +11.2% | -43.1% | -42.6% |
| 1Y | -46.0% | +13.4% | -59.4% | -56.0% |
| 3Y | +252.0% | +79.9% | +172.1% | +7.1% |
| All | +244.7% | +82.5% | +162.2% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling