+220.6%
APLD vs SYF
+124.5%
+96.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.2% | +10.1% |
| 7D | -12.7% | -2.1% | -10.6% | -11.3% |
| 30D | -34.7% | +2.5% | -37.2% | -36.2% |
| 3M | -46.1% | -6.3% | -39.9% | -43.3% |
| 6M | -64.9% | -1.5% | -63.4% | -64.8% |
| YTD | -36.6% | -10.5% | -26.1% | -32.2% |
| 1Y | -50.0% | +1.5% | -51.5% | -52.2% |
| 3Y | +190.1% | +163.3% | +26.8% | -2.0% |
| All | +220.6% | +124.5% | +96.2% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling