+459.6%
APLD vs BP
+84.5%
+375.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -5.3% |
| 7D | +9.0% | +4.0% | +5.0% | +6.1% |
| 30D | -6.6% | +7.8% | -14.4% | -11.6% |
| 3M | -35.2% | +8.4% | -43.6% | -39.9% |
| 6M | +0.4% | +15.1% | -14.6% | -15.4% |
| YTD | +10.7% | +36.4% | -25.7% | -20.1% |
| 1Y | +78.6% | +40.9% | +37.7% | +23.0% |
| 3Y | +423.9% | +38.8% | +385.1% | +266.5% |
| All | +459.6% | +84.5% | +375.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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