+330.2%
APLD vs BN
+100.0%
+230.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.2% |
| 7D | +19.6% | -0.3% | +19.9% | +20.0% |
| 30D | -24.5% | +13.6% | -38.0% | -36.9% |
| 3M | -45.6% | -6.7% | -38.9% | -41.7% |
| 6M | -61.4% | -9.0% | -52.4% | -57.1% |
| YTD | -30.9% | -8.8% | -22.1% | -22.7% |
| 1Y | -35.8% | -10.6% | -25.2% | -25.8% |
| All | +330.2% | +100.0% | +230.3% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling