+269.3%
APLD vs SPYG
+92.7%
+176.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +3.6% |
| 7D | +7.8% | -1.5% | +9.3% | +13.0% |
| 30D | -23.0% | -7.2% | -15.8% | -6.3% |
| 3M | -39.7% | -4.6% | -35.0% | -30.4% |
| 6M | -59.8% | -1.2% | -58.6% | -55.7% |
| YTD | -27.0% | +9.3% | -36.3% | -32.3% |
| 1Y | -37.3% | +8.8% | -46.2% | -40.2% |
| 3Y | +281.9% | +93.3% | +188.6% | +33.7% |
| All | +269.3% | +92.7% | +176.6% | +20.3% |
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