+125.9%
APLD vs BIYA
-99.9%
+225.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +9.0% | -6.3% | +2.9% |
| 30D | -21.4% | -12.9% | -8.5% | -21.7% |
| 3M | -47.8% | -54.7% | +6.8% | -48.4% |
| 6M | -64.9% | -85.1% | +20.2% | -65.0% |
| YTD | -34.9% | -96.9% | +62.0% | -32.0% |
| 1Y | -30.7% | -98.5% | +67.8% | -25.6% |
| All | +125.9% | -99.9% | +225.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling