+249.5%
APLD vs SPY
+83.6%
+165.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.4% |
| 7D | +19.6% | +3.3% | +16.3% | +10.2% |
| 30D | -24.5% | -2.7% | -21.8% | -16.8% |
| 3M | -45.6% | -1.7% | -43.8% | -41.3% |
| 6M | -61.4% | +3.1% | -64.5% | -62.2% |
| YTD | -30.9% | +11.9% | -42.8% | -42.6% |
| 1Y | -35.8% | +12.0% | -47.8% | -46.0% |
| 3Y | +261.4% | +78.2% | +183.2% | +12.7% |
| All | +249.5% | +83.6% | +165.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling