-30.7%
APLD vs SPY
+12.1%
-42.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -4.2% |
| 7D | +2.7% | +2.6% | +0.1% | -7.6% |
| 30D | -21.4% | -2.0% | -19.4% | -12.2% |
| 3M | -47.8% | -2.8% | -45.1% | -39.1% |
| 6M | -64.9% | +2.1% | -67.0% | -66.3% |
| YTD | -34.9% | +11.5% | -46.4% | -56.6% |
| 1Y | -30.7% | +13.5% | -44.2% | -57.4% |
| All | -30.7% | +12.1% | -42.8% | -57.4% |
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