+229.3%
APLD vs BITO
+37.9%
+191.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -3.0% |
| 7D | +2.7% | -9.2% | +11.9% | +10.9% |
| 30D | -21.4% | -15.9% | -5.5% | -8.9% |
| 3M | -47.8% | +7.3% | -55.2% | -50.6% |
| 6M | -64.9% | -15.2% | -49.7% | -59.9% |
| YTD | -34.9% | -23.8% | -11.1% | -19.0% |
| 1Y | -30.7% | -32.2% | +1.4% | -5.4% |
| 3Y | +305.3% | +55.1% | +250.3% | +175.1% |
| All | +229.3% | +37.9% | +191.4% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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