+220.6%
APLD vs SPG
+131.0%
+89.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.9% | +9.1% |
| 7D | -12.7% | +4.9% | -17.6% | -16.2% |
| 30D | -34.7% | +15.6% | -50.3% | -42.6% |
| 3M | -46.1% | +4.1% | -50.2% | -48.2% |
| 6M | -64.9% | +13.6% | -78.4% | -69.5% |
| YTD | -36.6% | +27.5% | -64.1% | -51.1% |
| 1Y | -50.0% | +32.2% | -82.2% | -63.0% |
| 3Y | +190.1% | +126.0% | +64.1% | +13.8% |
| All | +220.6% | +131.0% | +89.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling