+483.7%
APLD vs SYK
+11.4%
+472.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -8.8% | +16.2% | +11.5% |
| 7D | +16.6% | -12.9% | +29.5% | +23.7% |
| 30D | -3.1% | -18.5% | +15.4% | +6.1% |
| 3M | -30.9% | -8.1% | -22.8% | -31.0% |
| 6M | +12.6% | -23.8% | +36.4% | +26.5% |
| YTD | +15.5% | -20.9% | +36.4% | +24.0% |
| 1Y | +103.5% | -29.0% | +132.5% | +134.1% |
| 3Y | +446.5% | -1.7% | +448.2% | +317.9% |
| All | +483.7% | +11.4% | +472.3% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling