+252.0%
APLD vs SPYG
+92.9%
+159.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +1.0% |
| 7D | +3.1% | 0.0% | +3.1% | +4.1% |
| 30D | -29.4% | -8.4% | -21.0% | -10.2% |
| 3M | -42.8% | -6.2% | -36.5% | -30.7% |
| 6M | -59.5% | -1.8% | -57.7% | -54.5% |
| YTD | -31.8% | +8.4% | -40.2% | -36.5% |
| 1Y | -46.0% | +10.1% | -56.1% | -50.3% |
| 3Y | +252.0% | +94.9% | +157.1% | +45.5% |
| All | +252.0% | +92.9% | +159.1% | +45.5% |
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