+446.5%
APLD vs BG
+20.0%
+426.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +7.0% |
| 7D | +16.6% | +2.4% | +14.2% | +16.3% |
| 30D | -3.1% | +15.0% | -18.1% | -4.4% |
| 3M | -30.9% | -0.7% | -30.2% | -30.7% |
| 6M | +12.6% | +7.5% | +5.1% | +12.3% |
| YTD | +15.5% | +41.6% | -26.1% | +15.3% |
| 1Y | +103.5% | +50.7% | +52.9% | +104.4% |
| 3Y | +446.5% | +20.3% | +426.2% | +409.4% |
| All | +446.5% | +20.0% | +426.6% | +409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling