+300.4%
APLD vs BIYA
-99.8%
+400.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +16.6% | +2.7% | +13.8% | +16.6% |
| 30D | -3.1% | -18.7% | +15.6% | -3.6% |
| 3M | -30.9% | -72.0% | +41.2% | -31.1% |
| 6M | +12.6% | -86.4% | +99.0% | +14.5% |
| YTD | +15.5% | -94.2% | +109.6% | +21.4% |
| 1Y | +103.5% | -98.4% | +202.0% | +127.5% |
| All | +300.4% | -99.8% | +400.2% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling