+229.3%
APLD vs BBY
+39.2%
+190.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.0% |
| 7D | +2.7% | +4.5% | -1.8% | +1.3% |
| 30D | -21.4% | +16.8% | -38.2% | -25.8% |
| 3M | -47.8% | +23.2% | -71.1% | -52.0% |
| 6M | -64.9% | +91.9% | -156.8% | -73.4% |
| YTD | -34.9% | +61.6% | -96.5% | -47.9% |
| 1Y | -30.7% | +43.9% | -74.6% | -41.6% |
| 3Y | +305.3% | +88.6% | +216.7% | +175.3% |
| All | +229.3% | +39.2% | +190.1% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling