+252.0%
APLD vs SPYM
+78.5%
+173.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +0.5% |
| 7D | +3.1% | +0.1% | +3.0% | +3.5% |
| 30D | -29.4% | -3.3% | -26.1% | -20.0% |
| 3M | -42.8% | -2.4% | -40.4% | -36.7% |
| 6M | -59.5% | +2.6% | -62.1% | -60.0% |
| YTD | -31.8% | +11.3% | -43.1% | -44.3% |
| 1Y | -46.0% | +13.5% | -59.5% | -57.4% |
| 3Y | +252.0% | +80.3% | +171.7% | -6.2% |
| All | +252.0% | +78.5% | +173.5% | -6.2% |
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 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