+483.7%
APLD vs SPYM
+85.8%
+397.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +8.8% |
| 7D | +16.6% | +0.6% | +16.0% | +14.7% |
| 30D | -3.1% | -0.9% | -2.2% | -0.6% |
| 3M | -30.9% | +3.9% | -34.8% | -36.4% |
| 6M | +12.6% | +14.5% | -1.9% | -16.8% |
| YTD | +15.5% | +13.0% | +2.5% | -9.9% |
| 1Y | +103.5% | +19.4% | +84.1% | +39.9% |
| 3Y | +446.5% | +78.9% | +367.7% | +59.9% |
| All | +483.7% | +85.8% | +397.9% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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