+444.7%
APLD vs BBY
+20.2%
+424.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -15.2% | +9.4% | -24.6% | -18.3% |
| 3M | -36.3% | +19.3% | -55.6% | -41.2% |
| 6M | -7.4% | +47.9% | -55.3% | -22.9% |
| YTD | +7.7% | +39.6% | -31.8% | -8.8% |
| 1Y | +53.8% | +22.2% | +31.6% | +37.1% |
| 3Y | +407.1% | +45.0% | +362.1% | +288.5% |
| All | +444.7% | +20.2% | +424.5% | +240.9% |
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