+249.5%
APLD vs BAX
-63.9%
+313.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.9% |
| 7D | +19.6% | +0.4% | +19.3% | +19.6% |
| 30D | -24.5% | +3.4% | -27.9% | -24.9% |
| 3M | -45.6% | -4.5% | -41.1% | -45.1% |
| 6M | -61.4% | +44.0% | -105.4% | -64.5% |
| YTD | -30.9% | +34.9% | -65.8% | -36.6% |
| 1Y | -35.8% | +37.9% | -73.7% | -41.7% |
| 3Y | +261.4% | -17.1% | +278.5% | +273.9% |
| All | +249.5% | -63.9% | +313.4% | +677.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling