+244.7%
APLD vs BAH
+6.1%
+238.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.2% |
| 7D | +3.1% | -1.5% | +4.6% | +3.2% |
| 30D | -29.4% | +17.3% | -46.6% | -32.5% |
| 3M | -42.8% | +14.9% | -57.6% | -45.3% |
| 6M | -59.5% | +14.2% | -73.7% | -61.5% |
| YTD | -31.8% | +5.1% | -36.9% | -33.6% |
| 1Y | -46.0% | +2.1% | -48.1% | -47.0% |
| 3Y | +252.0% | -26.0% | +278.0% | +270.7% |
| All | +244.7% | +6.1% | +238.6% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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