+75.0%
SPY vs APLD
+185.8%
-110.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | -0.1% |
| 7D | -2.7% | -12.7% | +10.0% | -2.2% |
| 30D | -5.4% | -34.7% | +29.3% | -3.8% |
| 3M | -4.1% | -46.1% | +42.0% | -1.8% |
| 6M | +0.7% | -64.9% | +65.6% | +4.5% |
| YTD | +8.7% | -36.6% | +45.3% | +9.2% |
| 1Y | +10.9% | -50.0% | +60.8% | +12.0% |
| 3Y | +75.0% | +190.1% | -115.1% | +57.9% |
| All | +75.0% | +185.8% | -110.9% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling