+444.7%
APLD vs BMY
-0.6%
+445.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +0.2% | -4.8% | +4.9% | -0.3% |
| 30D | -15.2% | -0.1% | -15.1% | -15.2% |
| 3M | -36.3% | +13.1% | -49.4% | -35.3% |
| 6M | -7.4% | +8.4% | -15.8% | -6.1% |
| YTD | +7.7% | +22.0% | -14.2% | +11.1% |
| 1Y | +53.8% | +40.3% | +13.5% | +61.6% |
| 3Y | +407.1% | +20.5% | +386.6% | +471.9% |
| All | +444.7% | -0.6% | +445.4% | +532.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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