+443.7%
APLD vs SPMO
+162.8%
+280.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | -1.7% |
| 7D | +4.1% | +2.0% | +2.1% | -0.3% |
| 30D | -11.7% | -0.4% | -11.4% | -10.6% |
| 3M | -40.3% | -1.9% | -38.4% | -37.6% |
| 6M | -8.0% | +25.0% | -33.0% | -43.0% |
| YTD | +7.5% | +26.0% | -18.5% | -33.3% |
| 1Y | +84.0% | +28.7% | +55.3% | +11.4% |
| 3Y | +356.2% | +160.9% | +195.3% | -35.3% |
| All | +443.7% | +162.8% | +280.9% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling