+78.6%
APLD vs BTDR
-4.6%
+83.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.7% |
| 7D | +9.0% | +14.8% | -5.9% | +0.9% |
| 30D | -6.6% | +41.8% | -48.4% | -23.7% |
| 3M | -35.2% | -29.2% | -6.1% | -25.0% |
| 6M | +0.4% | +66.2% | -65.8% | -27.4% |
| YTD | +10.7% | +10.0% | +0.7% | -2.1% |
| 1Y | +78.6% | -11.0% | +89.5% | +65.3% |
| All | +78.6% | -4.6% | +83.2% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling