+305.3%
APLD vs BMY
+44.8%
+260.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.6% | -5.4% |
| 7D | +2.7% | +2.1% | +0.6% | +3.2% |
| 30D | -21.4% | +7.0% | -28.4% | -20.1% |
| 3M | -47.8% | -0.9% | -47.0% | -47.5% |
| 6M | -64.9% | +14.9% | -79.8% | -63.5% |
| YTD | -34.9% | +22.8% | -57.7% | -30.7% |
| 1Y | -30.7% | +36.2% | -67.0% | -24.5% |
| 3Y | +305.3% | +45.7% | +259.6% | +416.2% |
| All | +305.3% | +44.8% | +260.5% | +416.2% |
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 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