-46.5%
APLD vs BG
+7.2%
-53.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.2% | -7.5% |
| 7D | -18.5% | -3.8% | -14.8% | -17.5% |
| 30D | -32.8% | -9.6% | -23.1% | -30.7% |
| 3M | -46.9% | -8.5% | -38.3% | -46.5% |
| 6M | -53.4% | -23.0% | -30.3% | -48.2% |
| YTD | -32.3% | +10.9% | -43.1% | -40.6% |
| 1Y | -46.5% | +6.0% | -52.5% | -55.0% |
| All | -46.5% | +7.2% | -53.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling