+431.5%
APLD vs BLK
+65.4%
+366.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -3.9% |
| 7D | -0.5% | -5.2% | +4.7% | +6.1% |
| 30D | -13.2% | -7.0% | -6.1% | -5.6% |
| 3M | -33.8% | +5.7% | -39.4% | -39.0% |
| 6M | -5.9% | +11.0% | -16.9% | -17.2% |
| YTD | +5.1% | +0.9% | +4.3% | +2.6% |
| 1Y | +51.8% | -1.6% | +53.4% | +51.1% |
| 3Y | +397.7% | +64.5% | +333.2% | +139.3% |
| All | +431.5% | +65.4% | +366.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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