+354.6%
APLD vs BDX
+23.0%
+331.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.7% |
| 7D | +7.8% | +2.5% | +5.3% | +8.9% |
| 30D | -23.0% | +13.6% | -36.5% | -19.2% |
| 3M | -39.7% | +18.9% | -58.6% | -35.5% |
| 6M | -59.8% | +51.8% | -111.6% | -54.0% |
| YTD | -27.0% | +43.3% | -70.3% | -16.7% |
| 1Y | -37.3% | +48.0% | -85.3% | -27.9% |
| All | +354.6% | +23.0% | +331.6% | +405.1% |
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 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