-37.3%
APLD vs SPY
+13.0%
-50.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +1.6% |
| 7D | +7.8% | -0.9% | +8.7% | +13.5% |
| 30D | -23.0% | -2.4% | -20.6% | -12.1% |
| 3M | -39.7% | -1.2% | -38.5% | -34.6% |
| 6M | -59.8% | +3.3% | -63.1% | -63.5% |
| YTD | -27.0% | +12.3% | -39.3% | -53.5% |
| 1Y | -37.3% | +12.4% | -49.8% | -60.2% |
| All | -37.3% | +13.0% | -50.3% | -60.2% |
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