+443.7%
APLD vs BB
+14.8%
+429.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | -5.6% | +9.7% | +7.0% |
| 30D | -11.7% | -11.8% | +0.1% | -6.5% |
| 3M | -40.3% | -25.5% | -14.7% | -32.9% |
| 6M | -8.0% | +121.3% | -129.2% | -42.9% |
| YTD | +7.5% | +103.2% | -95.6% | -30.2% |
| 1Y | +84.0% | +102.6% | -18.6% | +15.6% |
| 3Y | +356.2% | +37.5% | +318.7% | +226.7% |
| All | +443.7% | +14.8% | +429.0% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling