+736.1%
APLD vs BAM
+81.2%
+654.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -6.0% |
| 7D | +2.7% | -2.7% | +5.4% | +5.3% |
| 30D | -21.4% | +15.5% | -36.9% | -32.9% |
| 3M | -47.8% | -6.9% | -41.0% | -45.0% |
| 6M | -64.9% | +9.9% | -74.8% | -68.7% |
| YTD | -34.9% | +1.4% | -36.3% | -37.3% |
| 1Y | -30.7% | +3.3% | -34.0% | -34.2% |
| 3Y | +305.3% | +83.6% | +221.7% | +151.0% |
| All | +736.1% | +81.2% | +654.9% | +430.0% |
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 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