+431.5%
APLD vs BG
+18.0%
+413.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.3% |
| 7D | -0.5% | +3.7% | -4.2% | -1.5% |
| 30D | -13.2% | +12.3% | -25.5% | -16.3% |
| 3M | -33.8% | -2.2% | -31.6% | -33.4% |
| 6M | -5.9% | +5.3% | -11.2% | -7.8% |
| YTD | +5.1% | +42.4% | -37.3% | -5.0% |
| 1Y | +51.8% | +55.2% | -3.4% | +33.2% |
| 3Y | +397.7% | +21.0% | +376.7% | +363.1% |
| All | +431.5% | +18.0% | +413.6% | +440.3% |
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