-46.5%
APLD vs BDX
+54.0%
-100.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.3% | -3.2% |
| 7D | -18.5% | +7.2% | -25.7% | -14.6% |
| 30D | -32.8% | +15.8% | -48.5% | -26.0% |
| 3M | -46.9% | +23.7% | -70.6% | -39.1% |
| 6M | -53.4% | +44.8% | -98.2% | -41.9% |
| YTD | -32.3% | +39.8% | -72.0% | -11.2% |
| 1Y | -46.5% | +52.3% | -98.9% | -17.1% |
| All | -46.5% | +54.0% | -100.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling