+192.2%
APLD vs BIL
+19.4%
+172.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | 0.0% | -14.7% | -14.6% |
| 7D | -27.0% | -0.3% | -26.7% | -29.0% |
| 30D | -44.1% | 0.0% | -44.1% | -42.5% |
| 3M | -52.6% | +0.3% | -52.9% | -45.1% |
| 6M | -64.5% | +1.2% | -65.7% | -46.2% |
| YTD | -42.2% | +2.4% | -44.6% | +17.9% |
| 1Y | -57.2% | +3.0% | -60.2% | +3.1% |
| 3Y | +159.5% | +13.1% | +146.4% | +10,343.7% |
| All | +192.2% | +19.4% | +172.8% | +58,037.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling