+431.5%
APLD vs BDX
-9.4%
+440.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.7% |
| 7D | -0.5% | -5.4% | +4.9% | +0.3% |
| 30D | -13.2% | -2.2% | -11.0% | -13.0% |
| 3M | -33.8% | +20.1% | -53.8% | -36.7% |
| 6M | -5.9% | +9.1% | -15.0% | -7.5% |
| YTD | +5.1% | +17.9% | -12.7% | +0.4% |
| 1Y | +51.8% | +22.1% | +29.8% | +42.4% |
| 3Y | +397.7% | -10.5% | +408.2% | +464.2% |
| All | +431.5% | -9.4% | +440.9% | +532.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling