+249.5%
APLD vs BAH
+6.5%
+243.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | +19.6% | -2.6% | +22.2% | +20.2% |
| 30D | -24.5% | +20.4% | -44.8% | -28.2% |
| 3M | -45.6% | +11.9% | -57.4% | -47.6% |
| 6M | -61.4% | +17.1% | -78.5% | -63.6% |
| YTD | -30.9% | +5.5% | -36.4% | -32.8% |
| 1Y | -35.8% | +5.6% | -41.4% | -37.9% |
| 3Y | +261.4% | -26.5% | +287.9% | +283.0% |
| All | +249.5% | +6.5% | +243.0% | +111.5% |
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