+305.3%
APLD vs SPYM
+78.4%
+226.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -4.6% |
| 7D | +2.7% | +2.6% | +0.1% | -4.4% |
| 30D | -21.4% | -2.0% | -19.4% | -14.5% |
| 3M | -47.8% | -2.8% | -45.1% | -41.4% |
| 6M | -64.9% | +2.2% | -67.0% | -64.9% |
| YTD | -34.9% | +11.5% | -46.4% | -47.0% |
| 1Y | -30.7% | +13.5% | -44.3% | -45.5% |
| 3Y | +305.3% | +78.0% | +227.3% | +9.8% |
| All | +305.3% | +78.4% | +226.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling