+190.1%
APLD vs BAH
-26.3%
+216.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.4% | +14.2% | +10.2% |
| 7D | -12.7% | -3.5% | -9.2% | -12.5% |
| 30D | -34.7% | +24.3% | -58.9% | -37.0% |
| 3M | -46.1% | +16.3% | -62.4% | -47.8% |
| 6M | -64.9% | +13.6% | -78.4% | -65.8% |
| YTD | -36.6% | +3.5% | -40.1% | -36.6% |
| 1Y | -50.0% | +2.7% | -52.7% | -50.0% |
| 3Y | +190.1% | -26.6% | +216.7% | +203.2% |
| All | +190.1% | -26.3% | +216.4% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling