+269.3%
APLD vs BMY
-0.8%
+270.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.4% |
| 7D | +7.8% | -2.0% | +9.8% | +7.5% |
| 30D | -23.0% | +9.3% | -32.2% | -21.9% |
| 3M | -39.7% | -0.1% | -39.6% | -39.4% |
| 6M | -59.8% | +15.5% | -75.3% | -58.9% |
| YTD | -27.0% | +21.8% | -48.8% | -24.3% |
| 1Y | -37.3% | +34.9% | -72.2% | -34.3% |
| 3Y | +281.9% | +43.2% | +238.7% | +323.5% |
| All | +269.3% | -0.8% | +270.0% | +330.5% |
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