+459.6%
APLD vs SPMO
+163.8%
+295.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | +9.0% | +2.7% | +6.2% | +2.9% |
| 30D | -6.6% | +1.1% | -7.7% | -8.3% |
| 3M | -35.2% | +2.0% | -37.3% | -38.1% |
| 6M | +0.4% | +26.5% | -26.1% | -39.6% |
| YTD | +10.7% | +26.5% | -15.8% | -31.8% |
| 1Y | +78.6% | +27.9% | +50.6% | +9.4% |
| 3Y | +423.9% | +160.4% | +263.6% | -25.2% |
| All | +459.6% | +163.8% | +295.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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