+244.7%
APLD vs BG
-4.2%
+248.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.9% |
| 7D | +3.1% | +7.4% | -4.3% | +1.0% |
| 30D | -29.4% | -1.5% | -27.9% | -29.3% |
| 3M | -42.8% | -6.1% | -36.7% | -42.2% |
| 6M | -59.5% | -18.0% | -41.5% | -57.4% |
| YTD | -31.8% | +15.6% | -47.5% | -34.8% |
| 1Y | -46.0% | +9.6% | -55.6% | -47.9% |
| 3Y | +252.0% | +6.3% | +245.7% | +231.7% |
| All | +244.7% | -4.2% | +248.9% | +270.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling