+837.7%
APLD vs BAM
+84.8%
+752.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +9.0% |
| 7D | +7.8% | -2.9% | +10.7% | +11.2% |
| 30D | -23.0% | +14.7% | -37.7% | -33.6% |
| 3M | -39.7% | -4.1% | -35.5% | -38.3% |
| 6M | -59.8% | +9.6% | -69.4% | -64.1% |
| YTD | -27.0% | +3.4% | -30.4% | -31.0% |
| 1Y | -37.3% | +1.0% | -38.3% | -38.9% |
| 3Y | +281.9% | +88.2% | +193.7% | +131.3% |
| All | +837.7% | +84.8% | +752.8% | +483.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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