+220.6%
APLD vs SPY
+78.3%
+142.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +8.9% |
| 7D | -12.7% | -2.7% | -10.0% | -5.5% |
| 30D | -34.7% | -5.4% | -29.3% | -22.8% |
| 3M | -46.1% | -4.1% | -42.0% | -38.2% |
| 6M | -64.9% | +0.7% | -65.6% | -63.4% |
| YTD | -36.6% | +8.7% | -45.3% | -43.3% |
| 1Y | -50.0% | +10.9% | -60.8% | -56.8% |
| 3Y | +190.1% | +75.0% | +115.1% | -5.3% |
| All | +220.6% | +78.3% | +142.3% | -2.8% |
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