+446.5%
APLD vs BNS
+130.3%
+316.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +8.7% |
| 7D | +16.6% | +1.8% | +14.7% | +13.6% |
| 30D | -3.1% | +4.5% | -7.6% | -8.9% |
| 3M | -30.9% | +15.8% | -46.6% | -43.4% |
| 6M | +12.6% | +31.5% | -18.9% | -22.2% |
| YTD | +15.5% | +28.6% | -13.2% | -17.1% |
| 1Y | +103.5% | +48.2% | +55.3% | +22.3% |
| 3Y | +446.5% | +130.8% | +315.7% | +86.6% |
| All | +446.5% | +130.3% | +316.2% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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