+229.3%
APLD vs BTDR
-44.3%
+273.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.6% | +2.9% | -2.6% |
| 7D | +2.7% | -6.9% | +9.6% | +5.3% |
| 30D | -21.4% | -31.5% | +10.1% | -9.3% |
| 3M | -47.8% | -36.1% | -11.8% | -38.6% |
| 6M | -64.9% | -57.6% | -7.2% | -52.9% |
| YTD | -34.9% | -50.0% | +15.2% | -17.6% |
| 1Y | -30.7% | -49.6% | +18.8% | -11.9% |
| 3Y | +305.3% | +48.5% | +256.8% | +353.8% |
| All | +229.3% | -44.3% | +273.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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