+483.7%
APLD vs SPYG
+100.7%
+383.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +8.4% |
| 7D | +16.6% | +1.2% | +15.4% | +13.5% |
| 30D | -3.1% | -1.6% | -1.6% | +0.5% |
| 3M | -30.9% | +3.4% | -34.2% | -34.1% |
| 6M | +12.6% | +18.9% | -6.3% | -17.6% |
| YTD | +15.5% | +13.8% | +1.7% | -5.5% |
| 1Y | +103.5% | +20.6% | +82.9% | +50.9% |
| 3Y | +446.5% | +100.5% | +346.0% | +70.5% |
| All | +483.7% | +100.7% | +383.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling