+229.3%
APLD vs SYF
+120.9%
+108.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.5% |
| 7D | +2.7% | -2.0% | +4.7% | +4.4% |
| 30D | -21.4% | +1.2% | -22.6% | -22.6% |
| 3M | -47.8% | -9.4% | -38.5% | -43.6% |
| 6M | -64.9% | +4.4% | -69.3% | -66.5% |
| YTD | -34.9% | -11.9% | -23.0% | -29.6% |
| 1Y | -30.7% | -0.4% | -30.3% | -32.9% |
| 3Y | +305.3% | +159.6% | +145.8% | +38.2% |
| All | +229.3% | +120.9% | +108.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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