+446.5%
APLD vs BDX
-9.6%
+456.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.4% | +6.5% |
| 7D | +16.6% | -4.3% | +20.8% | +15.3% |
| 30D | -3.1% | +1.3% | -4.4% | -2.7% |
| 3M | -30.9% | +20.2% | -51.1% | -27.5% |
| 6M | +12.6% | +8.6% | +4.0% | +16.7% |
| YTD | +15.5% | +19.0% | -3.5% | +21.7% |
| 1Y | +103.5% | +21.2% | +82.3% | +116.5% |
| 3Y | +446.5% | -9.7% | +456.2% | +478.5% |
| All | +446.5% | -9.6% | +456.2% | +478.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling