+244.7%
APLD vs BMY
-2.0%
+246.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +3.1% | -1.4% | +4.5% | +3.0% |
| 30D | -29.4% | +5.1% | -34.5% | -28.8% |
| 3M | -42.8% | -3.0% | -39.8% | -42.7% |
| 6M | -59.5% | +13.1% | -72.5% | -58.6% |
| YTD | -31.8% | +20.3% | -52.1% | -29.5% |
| 1Y | -46.0% | +39.0% | -85.0% | -43.2% |
| 3Y | +252.0% | +42.0% | +210.0% | +289.5% |
| All | +244.7% | -2.0% | +246.7% | +301.2% |
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