+220.6%
APLD vs SYY
+2.1%
+218.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.6% | +8.8% |
| 7D | -12.7% | -7.3% | -5.4% | -10.2% |
| 30D | -34.7% | +0.1% | -34.8% | -35.6% |
| 3M | -46.1% | -8.2% | -37.9% | -44.5% |
| 6M | -64.9% | +6.3% | -71.1% | -67.1% |
| YTD | -36.6% | +7.3% | -43.9% | -39.8% |
| 1Y | -50.0% | +8.5% | -58.4% | -53.1% |
| 3Y | +190.1% | +24.9% | +165.2% | +139.1% |
| All | +220.6% | +2.1% | +218.6% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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