+82.0%
SPY vs APLD
+281.1%
-199.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +1.0% |
| 7D | -0.9% | +7.8% | -8.7% | -1.3% |
| 30D | -2.4% | -23.0% | +20.6% | -1.5% |
| 3M | -1.2% | -39.7% | +38.5% | +0.6% |
| 6M | +3.3% | -59.8% | +63.1% | +6.4% |
| YTD | +12.3% | -27.0% | +39.3% | +12.0% |
| 1Y | +12.4% | -37.3% | +49.8% | +12.5% |
| 3Y | +78.8% | +281.9% | -203.1% | +57.7% |
| All | +82.0% | +281.1% | -199.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling