+483.7%
APLD vs BBWI
-56.5%
+540.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +8.3% |
| 7D | +16.6% | +1.6% | +15.0% | +15.9% |
| 30D | -3.1% | -6.2% | +3.1% | -2.2% |
| 3M | -30.9% | +4.3% | -35.2% | -33.1% |
| 6M | +12.6% | -7.2% | +19.8% | +12.1% |
| YTD | +15.5% | -3.0% | +18.5% | +12.9% |
| 1Y | +103.5% | -30.8% | +134.3% | +118.4% |
| 3Y | +446.5% | -43.4% | +489.9% | +507.1% |
| All | +483.7% | -56.5% | +540.2% | +338.2% |
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