+305.3%
APLD vs BBWI
-24.0%
+329.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -21.4% | +12.9% | -34.3% | -24.7% |
| 3M | -47.8% | +16.0% | -63.8% | -51.2% |
| 6M | -64.9% | +16.6% | -81.5% | -67.5% |
| YTD | -34.9% | +9.7% | -44.6% | -39.3% |
| 1Y | -30.7% | +1.5% | -32.2% | -34.5% |
| 3Y | +305.3% | -21.4% | +326.7% | +271.0% |
| All | +305.3% | -24.0% | +329.3% | +271.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling