+443.7%
APLD vs BG
+12.4%
+431.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +4.1% | +2.8% | +1.3% | +3.1% |
| 30D | -11.7% | +12.0% | -23.8% | -15.0% |
| 3M | -40.3% | -7.7% | -32.6% | -38.9% |
| 6M | -8.0% | +4.5% | -12.5% | -9.7% |
| YTD | +7.5% | +35.7% | -28.1% | -1.5% |
| 1Y | +84.0% | +50.1% | +33.9% | +62.7% |
| 3Y | +356.2% | +12.6% | +343.6% | +336.4% |
| All | +443.7% | +12.4% | +431.3% | +460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling