-64.9%
APLD vs BMY
+10.9%
-75.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +9.0% |
| 7D | -12.7% | -0.5% | -12.2% | -12.6% |
| 30D | -34.7% | +4.1% | -38.8% | -32.9% |
| 3M | -46.1% | -2.1% | -44.0% | -45.8% |
| 6M | -64.9% | +12.2% | -77.0% | -62.0% |
| All | -64.9% | +10.9% | -75.8% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling