+443.7%
APLD vs BAX
-63.8%
+507.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +4.1% | -1.1% | +5.2% | +4.3% |
| 30D | -11.7% | -5.5% | -6.3% | -10.7% |
| 3M | -40.3% | +33.5% | -73.8% | -44.1% |
| 6M | -8.0% | +35.9% | -43.8% | -14.5% |
| YTD | +7.5% | +35.4% | -27.8% | -1.4% |
| 1Y | +84.0% | +9.8% | +74.3% | +76.5% |
| 3Y | +356.2% | -32.7% | +389.0% | +433.4% |
| All | +443.7% | -63.8% | +507.5% | +1,108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling