+255.7%
APLD vs SPXS
-80.4%
+336.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | +0.9% |
| 7D | -6.3% | +0.4% | -6.8% | -3.8% |
| 30D | -29.6% | +10.8% | -40.4% | -18.4% |
| 3M | -42.6% | +9.6% | -52.2% | -33.3% |
| 6M | -59.6% | -4.7% | -54.8% | -56.5% |
| YTD | -32.0% | -24.6% | -7.4% | -36.4% |
| 1Y | -46.9% | -24.6% | -22.4% | -49.2% |
| 3Y | +255.7% | -79.8% | +335.4% | +48.6% |
| All | +255.7% | -80.4% | +336.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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