+229.3%
APLD vs BP
+84.6%
+144.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | +2.7% | +2.6% | +0.1% | +1.1% |
| 30D | -21.4% | -6.4% | -15.1% | -18.5% |
| 3M | -47.8% | +8.0% | -55.9% | -51.4% |
| 6M | -64.9% | +6.0% | -70.9% | -67.6% |
| YTD | -34.9% | +36.5% | -71.3% | -53.6% |
| 1Y | -30.7% | +31.7% | -62.4% | -49.5% |
| 3Y | +305.3% | +48.6% | +256.7% | +163.8% |
| All | +229.3% | +84.6% | +144.7% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling