+305.3%
APLD vs BB
+147.9%
+157.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -4.8% |
| 7D | +2.7% | +1.8% | +0.9% | +2.2% |
| 30D | -21.4% | +8.1% | -29.6% | -23.3% |
| 3M | -47.8% | -1.0% | -46.8% | -47.6% |
| 6M | -64.9% | +45.9% | -110.8% | -70.8% |
| YTD | -34.9% | +134.8% | -169.7% | -56.5% |
| 1Y | -30.7% | +104.6% | -135.3% | -51.5% |
| 3Y | +305.3% | +152.8% | +152.5% | +97.1% |
| All | +305.3% | +147.9% | +157.4% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling