+244.7%
APLD vs BTDR
-34.3%
+279.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.9% | -2.4% | +3.9% |
| 7D | +3.1% | +7.1% | -4.0% | +0.9% |
| 30D | -29.4% | -31.4% | +2.0% | -18.6% |
| 3M | -42.8% | -39.2% | -3.5% | -32.2% |
| 6M | -59.5% | -50.9% | -8.5% | -48.4% |
| YTD | -31.8% | -41.0% | +9.2% | -18.6% |
| 1Y | -46.0% | -69.9% | +23.9% | -22.0% |
| 3Y | +252.0% | +87.3% | +164.7% | +272.4% |
| All | +244.7% | -34.3% | +279.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling