+403.2%
APLD vs BMY
+28.5%
+374.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +1.5% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | -11.7% | +5.0% | -16.7% | -11.0% |
| 3M | -40.3% | +19.4% | -59.7% | -38.4% |
| 6M | -8.0% | +9.5% | -17.5% | -6.2% |
| YTD | +7.5% | +28.1% | -20.5% | +13.3% |
| 1Y | +84.0% | +50.0% | +34.0% | +100.1% |
| All | +403.2% | +28.5% | +374.7% | +537.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling