+229.3%
APLD vs BHP
+46.5%
+182.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -4.5% |
| 7D | +2.7% | -0.5% | +3.2% | +3.5% |
| 30D | -21.4% | -4.5% | -16.9% | -17.3% |
| 3M | -47.8% | -6.9% | -41.0% | -43.6% |
| 6M | -64.9% | -10.6% | -54.3% | -60.0% |
| YTD | -34.9% | +37.2% | -72.1% | -50.0% |
| 1Y | -30.7% | +48.0% | -78.8% | -50.6% |
| 3Y | +305.3% | +52.6% | +252.8% | +179.4% |
| All | +229.3% | +46.5% | +182.8% | +143.5% |
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