+244.7%
APLD vs BP
+80.1%
+164.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.4% |
| 7D | +3.1% | -6.9% | +10.0% | +7.9% |
| 30D | -29.4% | -3.6% | -25.8% | -28.3% |
| 3M | -42.8% | +8.4% | -51.2% | -46.9% |
| 6M | -59.5% | +5.3% | -64.8% | -62.6% |
| YTD | -31.8% | +33.2% | -65.0% | -50.7% |
| 1Y | -46.0% | +28.2% | -74.2% | -59.9% |
| 3Y | +252.0% | +49.2% | +202.8% | +124.5% |
| All | +244.7% | +80.1% | +164.6% | +63.1% |
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