+443.7%
APLD vs SPY
+86.3%
+357.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.8% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -11.7% | +0.1% | -11.8% | -11.7% |
| 3M | -40.3% | +2.0% | -42.3% | -41.9% |
| 6M | -8.0% | +13.0% | -21.0% | -28.8% |
| YTD | +7.5% | +13.5% | -6.0% | -16.4% |
| 1Y | +84.0% | +20.0% | +64.1% | +26.6% |
| 3Y | +356.2% | +77.2% | +279.0% | +40.3% |
| All | +443.7% | +86.3% | +357.4% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling