+229.3%
APLD vs BAH
+6.2%
+223.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | +2.7% | +1.7% | +1.0% | +2.3% |
| 30D | -21.4% | +20.8% | -42.2% | -25.4% |
| 3M | -47.8% | +11.6% | -59.4% | -49.7% |
| 6M | -64.9% | +23.1% | -88.0% | -67.5% |
| YTD | -34.9% | +5.3% | -40.1% | -36.6% |
| 1Y | -30.7% | +6.1% | -36.9% | -33.2% |
| 3Y | +305.3% | -27.5% | +332.8% | +333.1% |
| All | +229.3% | +6.2% | +223.0% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling