+119.9%
APLD vs BIYA
-99.9%
+219.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.8% |
| 7D | -12.7% | -10.5% | -2.2% | -12.9% |
| 30D | -34.7% | -51.7% | +17.0% | -35.7% |
| 3M | -46.1% | -60.8% | +14.7% | -46.9% |
| 6M | -64.9% | -90.6% | +25.7% | -64.9% |
| YTD | -36.6% | -97.1% | +60.5% | -33.9% |
| 1Y | -50.0% | -99.1% | +49.1% | -45.7% |
| All | +119.9% | -99.9% | +219.8% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling