+443.7%
APLD vs BMY
+4.3%
+439.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +1.6% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | -11.7% | +5.0% | -16.7% | -11.3% |
| 3M | -40.3% | +19.4% | -59.7% | -39.0% |
| 6M | -8.0% | +9.5% | -17.5% | -6.7% |
| YTD | +7.5% | +28.1% | -20.5% | +11.5% |
| 1Y | +84.0% | +50.0% | +34.0% | +94.7% |
| 3Y | +356.2% | +24.1% | +332.2% | +418.3% |
| All | +443.7% | +4.3% | +439.4% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling