+443.7%
APLD vs BTDR
+23.1%
+420.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.2% | +0.4% |
| 7D | +4.1% | +20.0% | -15.9% | -2.4% |
| 30D | -11.7% | +11.9% | -23.7% | -16.4% |
| 3M | -40.3% | -36.9% | -3.3% | -31.4% |
| 6M | -8.0% | +56.5% | -64.5% | -21.5% |
| YTD | +7.5% | +10.4% | -2.9% | +2.0% |
| 1Y | +84.0% | +3.1% | +80.9% | +73.8% |
| 3Y | +356.2% | -2.6% | +358.8% | +264.5% |
| All | +443.7% | +23.1% | +420.6% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling