+229.3%
APLD vs BAX
-63.8%
+293.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -21.4% | +4.1% | -25.5% | -22.0% |
| 3M | -47.8% | -4.5% | -43.3% | -47.4% |
| 6M | -64.9% | +49.2% | -114.1% | -68.0% |
| YTD | -34.9% | +35.2% | -70.1% | -40.3% |
| 1Y | -30.7% | +38.3% | -69.0% | -37.2% |
| 3Y | +305.3% | -19.0% | +324.4% | +327.0% |
| All | +229.3% | -63.8% | +293.1% | +631.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling