+249.5%
APLD vs BBY
+38.3%
+211.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.8% |
| 7D | +19.6% | +4.0% | +15.6% | +18.2% |
| 30D | -24.5% | +17.6% | -42.0% | -28.8% |
| 3M | -45.6% | +25.9% | -71.5% | -50.3% |
| 6M | -61.4% | +85.1% | -146.5% | -70.4% |
| YTD | -30.9% | +60.6% | -91.5% | -44.6% |
| 1Y | -35.8% | +40.2% | -76.0% | -45.2% |
| 3Y | +261.4% | +86.6% | +174.8% | +146.7% |
| All | +249.5% | +38.3% | +211.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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