+249.5%
APLD vs SPYG
+92.2%
+157.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -4.7% |
| 7D | +19.6% | +4.2% | +15.4% | +9.6% |
| 30D | -24.5% | -7.4% | -17.1% | -7.6% |
| 3M | -45.6% | -5.3% | -40.3% | -36.3% |
| 6M | -61.4% | -1.2% | -60.2% | -57.4% |
| YTD | -30.9% | +9.0% | -39.9% | -35.5% |
| 1Y | -35.8% | +8.8% | -44.6% | -38.7% |
| 3Y | +261.4% | +92.8% | +168.6% | +27.4% |
| All | +249.5% | +92.2% | +157.3% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling