+243.9%
APLD vs SPG
+137.2%
+106.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.7% |
| 7D | -6.3% | +5.6% | -11.9% | -10.3% |
| 30D | -29.6% | +17.6% | -47.1% | -38.9% |
| 3M | -42.6% | +7.5% | -50.1% | -46.2% |
| 6M | -59.6% | +18.5% | -78.1% | -66.2% |
| YTD | -32.0% | +30.9% | -62.9% | -48.6% |
| 1Y | -46.9% | +34.1% | -81.1% | -61.1% |
| 3Y | +255.7% | +135.5% | +120.1% | +34.4% |
| All | +243.9% | +137.2% | +106.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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