+220.6%
APLD vs BMY
-2.0%
+222.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +9.5% |
| 7D | -12.7% | -0.5% | -12.2% | -12.7% |
| 30D | -34.7% | +4.1% | -38.8% | -34.2% |
| 3M | -46.1% | -2.1% | -44.0% | -46.0% |
| 6M | -64.9% | +12.2% | -77.0% | -64.2% |
| YTD | -36.6% | +20.3% | -56.9% | -34.4% |
| 1Y | -50.0% | +39.2% | -89.2% | -47.3% |
| 3Y | +190.1% | +35.6% | +154.5% | +223.2% |
| All | +220.6% | -2.0% | +222.6% | +273.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling