+483.7%
APLD vs BAX
-65.1%
+548.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.8% | +11.1% | +8.1% |
| 7D | +16.6% | -2.4% | +19.0% | +17.1% |
| 30D | -3.1% | -9.7% | +6.6% | -1.1% |
| 3M | -30.9% | +29.3% | -60.1% | -34.8% |
| 6M | +12.6% | +40.7% | -28.0% | +3.8% |
| YTD | +15.5% | +30.3% | -14.8% | +6.7% |
| 1Y | +103.5% | +3.4% | +100.1% | +98.0% |
| 3Y | +446.5% | -32.0% | +478.5% | +524.8% |
| All | +483.7% | -65.1% | +548.8% | +1,207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling