+354.6%
APLD vs SPG
+137.4%
+217.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +7.8% | +2.7% | +5.1% | +6.5% |
| 30D | -23.0% | +16.6% | -39.5% | -29.4% |
| 3M | -39.7% | +8.1% | -47.8% | -42.2% |
| 6M | -59.8% | +19.3% | -79.2% | -64.7% |
| YTD | -27.0% | +31.1% | -58.0% | -40.2% |
| 1Y | -37.3% | +32.8% | -70.1% | -49.4% |
| All | +354.6% | +137.4% | +217.2% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling