+84.0%
APLD vs BG
+50.1%
+33.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +4.1% | +2.8% | +1.3% | +3.2% |
| 30D | -11.7% | +12.0% | -23.8% | -14.8% |
| 3M | -40.3% | -7.7% | -32.6% | -38.3% |
| 6M | -8.0% | +4.5% | -12.5% | -9.0% |
| YTD | +7.5% | +35.7% | -28.1% | +5.3% |
| 1Y | +84.0% | +50.1% | +33.9% | +94.0% |
| All | +84.0% | +50.1% | +33.9% | +94.0% |
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