+78.6%
APLD vs BG
+49.9%
+28.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +9.0% | +0.5% | +8.4% | +8.7% |
| 30D | -6.6% | +10.3% | -16.9% | -9.4% |
| 3M | -35.2% | -1.9% | -33.3% | -34.3% |
| 6M | +0.4% | +5.2% | -4.8% | -0.9% |
| YTD | +10.7% | +41.2% | -30.5% | +5.5% |
| 1Y | +78.6% | +50.5% | +28.0% | +72.0% |
| All | +78.6% | +49.9% | +28.6% | +72.0% |
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