+113.3%
APLD vs FBTC
+54.8%
+58.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +8.6% |
| 7D | +3.1% | -2.4% | +5.5% | +5.3% |
| 30D | -29.4% | -9.1% | -20.3% | -23.1% |
| 3M | -42.8% | +15.0% | -57.8% | -48.7% |
| 6M | -59.5% | -6.9% | -52.6% | -57.1% |
| YTD | -31.8% | -14.7% | -17.1% | -22.9% |
| 1Y | -46.0% | -28.1% | -17.9% | -30.5% |
| All | +113.3% | +54.8% | +58.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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