+75.6%
SPY vs APLD
+201.5%
-125.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.7% | +10.3% | -3.8% |
| 7D | -4.7% | -27.0% | +22.3% | -3.5% |
| 30D | -5.9% | -44.1% | +38.2% | -3.8% |
| 3M | -4.5% | -52.6% | +48.0% | -1.9% |
| 6M | +1.8% | -64.5% | +66.3% | +5.4% |
| YTD | +8.3% | -42.2% | +50.5% | +9.2% |
| 1Y | +9.3% | -57.2% | +66.5% | +11.1% |
| 3Y | +74.9% | +159.5% | -84.7% | +56.7% |
| All | +75.6% | +201.5% | -125.9% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling