+244.7%
APLD vs BBWI
-49.9%
+294.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.7% | +7.0% |
| 7D | +3.1% | -6.2% | +9.2% | +5.0% |
| 30D | -29.4% | +25.5% | -54.9% | -34.7% |
| 3M | -42.8% | +8.0% | -50.8% | -45.2% |
| 6M | -59.5% | +12.7% | -72.1% | -62.0% |
| YTD | -31.8% | +11.6% | -43.5% | -36.7% |
| 1Y | -46.0% | -0.9% | -45.1% | -48.5% |
| 3Y | +252.0% | -22.7% | +274.7% | +254.5% |
| All | +244.7% | -49.9% | +294.6% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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