+220.6%
APLD vs BIL
+19.4%
+201.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +10.1% |
| 7D | -12.7% | -0.3% | -12.5% | -15.5% |
| 30D | -34.7% | 0.0% | -34.7% | -32.8% |
| 3M | -46.1% | +0.3% | -46.4% | -37.9% |
| 6M | -64.9% | +1.2% | -66.1% | -46.4% |
| YTD | -36.6% | +2.5% | -39.0% | +29.7% |
| 1Y | -50.0% | +3.0% | -53.0% | +20.4% |
| 3Y | +190.1% | +13.2% | +177.0% | +11,561.9% |
| All | +220.6% | +19.4% | +201.2% | +63,893.2% |
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