+80.3%
SPY vs APLD
+255.7%
-175.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +2.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.1% |
| 30D | -3.3% | -29.4% | +26.1% | -2.1% |
| 3M | -2.4% | -42.8% | +40.4% | -0.5% |
| 6M | +2.6% | -59.5% | +62.0% | +5.6% |
| YTD | +11.2% | -31.8% | +43.1% | +11.3% |
| 1Y | +13.4% | -46.0% | +59.4% | +14.1% |
| 3Y | +79.9% | +252.0% | -172.1% | +59.2% |
| All | +80.3% | +255.7% | -175.4% | +51.3% |
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