+269.3%
APLD vs BAX
-63.0%
+332.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.4% |
| 7D | +7.8% | -0.6% | +8.4% | +8.1% |
| 30D | -23.0% | +6.3% | -29.3% | -23.9% |
| 3M | -39.7% | -4.6% | -35.1% | -39.2% |
| 6M | -59.8% | +50.4% | -110.2% | -63.4% |
| YTD | -27.0% | +38.0% | -65.0% | -33.4% |
| 1Y | -37.3% | +44.6% | -81.9% | -43.8% |
| 3Y | +281.9% | -15.1% | +297.0% | +293.1% |
| All | +269.3% | -63.0% | +332.3% | +716.9% |
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