+443.7%
APLD vs BDX
-5.7%
+449.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +4.1% | -2.5% | +6.6% | +4.5% |
| 30D | -11.7% | +8.3% | -20.0% | -13.0% |
| 3M | -40.3% | +24.4% | -64.7% | -43.1% |
| 6M | -8.0% | +9.2% | -17.1% | -9.0% |
| YTD | +7.5% | +22.7% | -15.2% | +2.1% |
| 1Y | +84.0% | +25.9% | +58.1% | +72.1% |
| 3Y | +356.2% | -10.5% | +366.7% | +442.3% |
| All | +443.7% | -5.7% | +449.4% | +542.7% |
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 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