+244.7%
APLD vs SPOT
+341.0%
-96.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.1% |
| 7D | +3.1% | +2.5% | +0.5% | +1.9% |
| 30D | -29.4% | +15.1% | -44.5% | -34.7% |
| 3M | -42.8% | +24.8% | -67.6% | -50.2% |
| 6M | -59.5% | +45.8% | -105.2% | -68.0% |
| YTD | -31.8% | +4.9% | -36.7% | -38.1% |
| 1Y | -46.0% | -1.3% | -44.8% | -49.3% |
| 3Y | +252.0% | +257.7% | -5.7% | +38.1% |
| All | +244.7% | +341.0% | -96.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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