+409.1%
APLD vs SPYG
+101.7%
+307.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.1% |
| 7D | +4.1% | +0.4% | +3.7% | +3.3% |
| 30D | -11.7% | -0.4% | -11.3% | -10.5% |
| 3M | -40.3% | +0.5% | -40.8% | -39.4% |
| 6M | -8.0% | +17.5% | -25.4% | -32.4% |
| YTD | +7.5% | +14.3% | -6.8% | -14.7% |
| 1Y | +84.0% | +21.7% | +62.3% | +30.5% |
| All | +409.1% | +101.7% | +307.3% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling