-59.8%
APLD vs BG
-18.8%
-41.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.4% |
| 7D | +7.8% | +3.4% | +4.5% | +8.2% |
| 30D | -23.0% | -3.8% | -19.2% | -23.3% |
| 3M | -39.7% | -9.6% | -30.1% | -40.2% |
| 6M | -59.8% | -19.5% | -40.3% | -60.0% |
| All | -59.8% | -18.8% | -41.0% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling