+269.3%
APLD vs BN
+50.5%
+218.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.3% |
| 7D | +7.8% | -2.4% | +10.2% | +11.6% |
| 30D | -23.0% | +13.5% | -36.5% | -35.8% |
| 3M | -39.7% | -5.9% | -33.7% | -36.1% |
| 6M | -59.8% | -8.9% | -50.9% | -55.5% |
| YTD | -27.0% | -7.9% | -19.1% | -19.3% |
| 1Y | -37.3% | -8.3% | -29.0% | -29.8% |
| 3Y | +281.9% | +100.8% | +181.1% | +60.2% |
| All | +269.3% | +50.5% | +218.8% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling