+394.8%
APLD vs SYK
-4.6%
+399.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.1% | -5.2% |
| 7D | -0.5% | -12.3% | +11.8% | -1.5% |
| 30D | -13.2% | -22.4% | +9.3% | -14.4% |
| 3M | -33.8% | -12.3% | -21.4% | -34.7% |
| 6M | -5.9% | -24.3% | +18.4% | -5.7% |
| YTD | +5.1% | -22.8% | +27.9% | +4.6% |
| 1Y | +51.8% | -28.8% | +80.6% | +53.9% |
| All | +394.8% | -4.6% | +399.4% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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