+220.6%
APLD vs BN
+48.1%
+172.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +10.9% |
| 7D | -12.7% | +5.3% | -18.1% | -19.9% |
| 30D | -34.7% | +11.9% | -46.6% | -44.6% |
| 3M | -46.1% | -5.7% | -40.4% | -43.2% |
| 6M | -64.9% | -10.6% | -54.2% | -60.2% |
| YTD | -36.6% | -9.4% | -27.2% | -28.5% |
| 1Y | -50.0% | -8.8% | -41.2% | -43.6% |
| 3Y | +190.1% | +95.6% | +94.5% | +25.7% |
| All | +220.6% | +48.1% | +172.6% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling