+459.6%
APLD vs BHP
+70.0%
+389.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.4% |
| 7D | +9.0% | +0.9% | +8.1% | +8.0% |
| 30D | -6.6% | +4.0% | -10.6% | -10.5% |
| 3M | -35.2% | +11.3% | -46.5% | -41.9% |
| 6M | +0.4% | +29.3% | -28.9% | -20.5% |
| YTD | +10.7% | +59.2% | -48.5% | -27.5% |
| 1Y | +78.6% | +80.8% | -2.3% | +2.6% |
| 3Y | +423.9% | +88.0% | +335.9% | +192.3% |
| All | +459.6% | +70.0% | +389.6% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling