+443.7%
APLD vs BAH
-10.9%
+454.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.2% |
| 7D | +4.1% | -3.2% | +7.3% | +5.0% |
| 30D | -11.7% | +2.0% | -13.7% | -12.5% |
| 3M | -40.3% | -7.6% | -32.6% | -39.0% |
| 6M | -8.0% | -5.7% | -2.3% | -8.0% |
| YTD | +7.5% | -11.7% | +19.3% | +10.4% |
| 1Y | +84.0% | -27.4% | +111.4% | +102.4% |
| 3Y | +356.2% | -32.5% | +388.8% | +379.9% |
| All | +443.7% | -10.9% | +454.6% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling