+249.5%
APLD vs BDX
+10.8%
+238.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.4% |
| 7D | +19.6% | +1.0% | +18.6% | +19.5% |
| 30D | -24.5% | +15.1% | -39.6% | -25.8% |
| 3M | -45.6% | +18.2% | -63.8% | -46.8% |
| 6M | -61.4% | +48.1% | -109.5% | -64.2% |
| YTD | -30.9% | +44.1% | -75.0% | -35.7% |
| 1Y | -35.8% | +46.4% | -82.2% | -40.7% |
| 3Y | +261.4% | +24.4% | +237.0% | +243.9% |
| All | +249.5% | +10.8% | +238.7% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling