+220.6%
APLD vs BBWI
-50.8%
+271.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.3% | +13.0% | +10.7% |
| 7D | -12.7% | -6.2% | -6.5% | -11.1% |
| 30D | -34.7% | +19.9% | -54.6% | -38.8% |
| 3M | -46.1% | +7.1% | -53.3% | -48.3% |
| 6M | -64.9% | +13.7% | -78.5% | -67.1% |
| YTD | -36.6% | +9.6% | -46.2% | -40.8% |
| 1Y | -50.0% | -1.6% | -48.3% | -52.2% |
| 3Y | +190.1% | -25.9% | +216.0% | +195.7% |
| All | +220.6% | -50.8% | +271.4% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling