+443.7%
APLD vs SYF
+143.3%
+300.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | +2.4% | +1.7% | +2.0% |
| 30D | -11.7% | +0.8% | -12.6% | -12.4% |
| 3M | -40.3% | +13.4% | -53.7% | -46.8% |
| 6M | -8.0% | +16.3% | -24.3% | -19.4% |
| YTD | +7.5% | -3.0% | +10.6% | +7.6% |
| 1Y | +84.0% | +5.7% | +78.3% | +68.2% |
| 3Y | +356.2% | +160.1% | +196.1% | +60.1% |
| All | +443.7% | +143.3% | +300.4% | +103.5% |
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