+229.3%
APLD vs BDX
+12.0%
+217.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -5.9% |
| 7D | +2.7% | +2.9% | -0.2% | +2.4% |
| 30D | -21.4% | +15.4% | -36.9% | -22.8% |
| 3M | -47.8% | +20.5% | -68.4% | -49.2% |
| 6M | -64.9% | +53.2% | -118.1% | -67.7% |
| YTD | -34.9% | +45.7% | -80.6% | -39.5% |
| 1Y | -30.7% | +47.3% | -78.0% | -36.0% |
| 3Y | +305.3% | +25.1% | +280.3% | +288.2% |
| All | +229.3% | +12.0% | +217.3% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling