+84.0%
APLD vs SPYG
+22.6%
+61.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.2% |
| 7D | +4.1% | +0.4% | +3.7% | +3.0% |
| 30D | -11.7% | -0.4% | -11.3% | -10.2% |
| 3M | -40.3% | +0.5% | -40.8% | -39.7% |
| 6M | -8.0% | +17.5% | -25.4% | -41.4% |
| YTD | +7.5% | +14.3% | -6.8% | -25.2% |
| 1Y | +84.0% | +21.7% | +62.3% | 0.0% |
| All | +84.0% | +22.6% | +61.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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