+354.6%
APLD vs SPMO
+128.1%
+226.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.7% | -0.7% |
| 7D | +7.8% | +1.8% | +6.0% | +4.7% |
| 30D | -23.0% | -10.0% | -13.0% | -0.2% |
| 3M | -39.7% | -9.4% | -30.3% | -22.2% |
| 6M | -59.8% | -7.7% | -52.1% | -50.5% |
| YTD | -27.0% | +13.3% | -40.3% | -40.5% |
| 1Y | -37.3% | +12.7% | -50.0% | -47.4% |
| All | +354.6% | +128.1% | +226.5% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling