-65.6%
APLD vs SPCH
-57.0%
-8.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.3% |
| 7D | +2.7% | +6.5% | -3.8% | +0.8% |
| 30D | -21.4% | -21.8% | +0.3% | -17.4% |
| 3M | -47.8% | -14.9% | -33.0% | -46.3% |
| All | -65.6% | -57.0% | -8.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling