+641.9%
APLD vs BAM
+84.5%
+557.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.0% | -11.6% | -11.9% |
| 7D | -27.0% | +7.9% | -34.9% | -33.0% |
| 30D | -44.1% | +16.0% | -60.1% | -52.4% |
| 3M | -52.6% | +0.6% | -53.2% | -53.8% |
| 6M | -64.5% | +10.5% | -75.0% | -68.5% |
| YTD | -42.2% | +3.2% | -45.4% | -45.4% |
| 1Y | -57.2% | +1.0% | -58.2% | -58.3% |
| 3Y | +159.5% | +84.2% | +75.3% | +59.3% |
| All | +641.9% | +84.5% | +557.4% | +362.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling