+269.3%
APLD vs BDX
+10.2%
+259.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.3% |
| 7D | +7.8% | +2.5% | +5.3% | +7.5% |
| 30D | -23.0% | +13.6% | -36.5% | -24.2% |
| 3M | -39.7% | +18.9% | -58.6% | -41.1% |
| 6M | -59.8% | +51.8% | -111.6% | -63.0% |
| YTD | -27.0% | +43.3% | -70.3% | -32.0% |
| 1Y | -37.3% | +48.0% | -85.3% | -42.4% |
| 3Y | +281.9% | +23.7% | +258.2% | +263.6% |
| All | +269.3% | +10.2% | +259.1% | +327.7% |
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