+443.7%
APLD vs SPXS
-85.3%
+529.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.9% |
| 7D | +4.1% | -0.1% | +4.1% | +4.2% |
| 30D | -11.7% | +0.8% | -12.5% | -10.7% |
| 3M | -40.3% | -4.7% | -35.6% | -39.8% |
| 6M | -8.0% | -29.6% | +21.7% | -24.4% |
| YTD | +7.5% | -29.8% | +37.4% | -9.4% |
| 1Y | +84.0% | -38.9% | +123.0% | +42.6% |
| 3Y | +356.2% | -79.6% | +435.8% | +113.8% |
| All | +443.7% | -85.3% | +529.0% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling