+354.6%
APLD vs BAH
-26.8%
+381.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.4% |
| 7D | +7.8% | -1.6% | +9.4% | +7.9% |
| 30D | -23.0% | +18.0% | -41.0% | -25.1% |
| 3M | -39.7% | +11.4% | -51.1% | -41.0% |
| 6M | -59.8% | +17.7% | -77.5% | -61.2% |
| YTD | -27.0% | +5.4% | -32.3% | -27.2% |
| 1Y | -37.3% | +2.8% | -40.1% | -37.2% |
| All | +354.6% | -26.8% | +381.3% | +389.4% |
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