+443.7%
APLD vs SPYM
+86.8%
+356.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.8% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -11.7% | +0.1% | -11.8% | -11.7% |
| 3M | -40.3% | +2.0% | -42.3% | -42.0% |
| 6M | -8.0% | +13.1% | -21.0% | -29.4% |
| YTD | +7.5% | +13.6% | -6.1% | -17.2% |
| 1Y | +84.0% | +20.1% | +64.0% | +24.9% |
| 3Y | +356.2% | +77.6% | +278.7% | +36.0% |
| All | +443.7% | +86.8% | +356.9% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling