+164.4%
APLD vs BAM
+84.2%
+80.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.0% | -11.6% | -11.5% |
| 7D | -27.0% | +7.9% | -34.9% | -33.7% |
| 30D | -44.1% | +16.0% | -60.1% | -53.4% |
| 3M | -52.6% | +0.6% | -53.2% | -54.0% |
| 6M | -64.5% | +10.5% | -75.0% | -69.2% |
| YTD | -42.2% | +3.2% | -45.4% | -46.0% |
| 1Y | -57.2% | +1.0% | -58.2% | -58.6% |
| All | +164.4% | +84.2% | +80.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling