+244.7%
APLD vs BAX
-62.9%
+307.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +7.0% |
| 7D | +3.1% | +9.0% | -6.0% | +1.4% |
| 30D | -29.4% | +8.5% | -37.9% | -30.6% |
| 3M | -42.8% | -4.1% | -38.7% | -42.4% |
| 6M | -59.5% | +46.9% | -106.4% | -62.9% |
| YTD | -31.8% | +38.4% | -70.2% | -37.8% |
| 1Y | -46.0% | +47.0% | -93.0% | -51.8% |
| 3Y | +252.0% | -14.9% | +266.9% | +262.2% |
| All | +244.7% | -62.9% | +307.7% | +662.2% |
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 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