+443.7%
APLD vs SPOT
+292.7%
+151.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +4.9% | +3.3% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | -11.7% | +12.5% | -24.2% | -17.5% |
| 3M | -40.3% | +9.9% | -50.2% | -44.3% |
| 6M | -8.0% | +1.6% | -9.5% | -12.2% |
| YTD | +7.5% | -6.6% | +14.1% | +5.5% |
| 1Y | +84.0% | -22.9% | +107.0% | +100.5% |
| 3Y | +356.2% | +244.3% | +112.0% | +83.5% |
| All | +443.7% | +292.7% | +151.0% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling