+244.7%
APLD vs BB
+37.4%
+207.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.5% | +2.0% | +4.8% |
| 7D | +3.1% | +15.0% | -11.9% | -3.6% |
| 30D | -29.4% | +3.5% | -32.9% | -30.2% |
| 3M | -42.8% | +2.7% | -45.5% | -43.8% |
| 6M | -59.5% | +44.7% | -104.2% | -67.9% |
| YTD | -31.8% | +143.3% | -175.1% | -59.5% |
| 1Y | -46.0% | +102.2% | -148.2% | -65.1% |
| 3Y | +252.0% | +156.1% | +95.9% | +77.8% |
| All | +244.7% | +37.4% | +207.3% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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