+459.6%
APLD vs BG
+17.0%
+442.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +9.0% | +0.5% | +8.4% | +8.8% |
| 30D | -6.6% | +10.3% | -16.9% | -9.5% |
| 3M | -35.2% | -1.9% | -33.3% | -35.0% |
| 6M | +0.4% | +5.2% | -4.8% | -1.5% |
| YTD | +10.7% | +41.2% | -30.5% | +0.3% |
| 1Y | +78.6% | +50.5% | +28.0% | +58.0% |
| 3Y | +423.9% | +19.9% | +404.0% | +388.9% |
| All | +459.6% | +17.0% | +442.6% | +470.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling