+1,280.6%
APLD vs BAM
+78.0%
+1,202.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.2% |
| 7D | +4.1% | -2.0% | +6.0% | +6.2% |
| 30D | -11.7% | -2.9% | -8.8% | -9.7% |
| 3M | -40.3% | +9.4% | -49.7% | -45.8% |
| 6M | -8.0% | +10.8% | -18.7% | -16.9% |
| YTD | +7.5% | -0.4% | +8.0% | +6.9% |
| 1Y | +84.0% | -10.9% | +94.9% | +102.6% |
| 3Y | +356.2% | +61.3% | +295.0% | +209.0% |
| All | +1,280.6% | +78.0% | +1,202.7% | +804.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling