+249.5%
APLD vs BP
+85.1%
+164.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.1% |
| 7D | +19.6% | +2.5% | +17.1% | +17.8% |
| 30D | -24.5% | -5.6% | -18.9% | -22.1% |
| 3M | -45.6% | +8.0% | -53.6% | -49.3% |
| 6M | -61.4% | +5.7% | -67.1% | -64.4% |
| YTD | -30.9% | +36.8% | -67.7% | -50.9% |
| 1Y | -35.8% | +30.7% | -66.5% | -52.8% |
| 3Y | +261.4% | +51.6% | +209.8% | +129.6% |
| All | +249.5% | +85.1% | +164.4% | +62.6% |
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