-37.3%
APLD vs BAM
+2.1%
-39.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.8% |
| 7D | +7.8% | -2.9% | +10.7% | +10.9% |
| 30D | -23.0% | +14.7% | -37.7% | -33.1% |
| 3M | -39.7% | -4.1% | -35.5% | -37.3% |
| 6M | -59.8% | +9.6% | -69.4% | -64.0% |
| YTD | -27.0% | +3.4% | -30.4% | -29.9% |
| 1Y | -37.3% | +1.0% | -38.3% | -36.7% |
| All | -37.3% | +2.1% | -39.4% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling