+243.9%
APLD vs BTDR
-36.3%
+280.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.9% |
| 7D | -6.3% | -7.4% | +1.0% | -3.5% |
| 30D | -29.6% | -33.4% | +3.9% | -17.9% |
| 3M | -42.6% | -26.3% | -16.3% | -35.7% |
| 6M | -59.6% | -52.4% | -7.2% | -48.0% |
| YTD | -32.0% | -42.8% | +10.8% | -17.9% |
| 1Y | -46.9% | -63.7% | +16.7% | -26.6% |
| 3Y | +255.7% | +61.5% | +194.2% | +279.4% |
| All | +243.9% | -36.3% | +280.2% | +59.3% |
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