+443.7%
APLD vs BBY
+19.5%
+424.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.7% |
| 7D | +4.1% | +9.5% | -5.4% | +0.7% |
| 30D | -11.7% | +6.8% | -18.5% | -14.2% |
| 3M | -40.3% | +28.9% | -69.1% | -46.5% |
| 6M | -8.0% | +37.8% | -45.8% | -21.1% |
| YTD | +7.5% | +38.7% | -31.2% | -8.8% |
| 1Y | +84.0% | +23.7% | +60.3% | +62.7% |
| 3Y | +356.2% | +39.1% | +317.1% | +256.9% |
| All | +443.7% | +19.5% | +424.2% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling