+483.7%
APLD vs BIL
+19.4%
+464.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.7% |
| 7D | +16.6% | +0.1% | +16.5% | +19.3% |
| 30D | -3.1% | +0.3% | -3.4% | +6.0% |
| 3M | -30.9% | +0.9% | -31.8% | -8.3% |
| 6M | +12.6% | +1.8% | +10.8% | +90.3% |
| YTD | +15.5% | +2.5% | +13.0% | +126.7% |
| 1Y | +103.5% | +3.7% | +99.8% | +469.9% |
| 3Y | +446.5% | +14.1% | +432.4% | +28,438.7% |
| All | +483.7% | +19.4% | +464.3% | +112,375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling