+220.6%
APLD vs BP
+79.9%
+140.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +10.0% |
| 7D | -12.7% | -11.6% | -1.1% | -5.5% |
| 30D | -34.7% | 0.0% | -34.7% | -35.3% |
| 3M | -46.1% | +6.7% | -52.9% | -49.5% |
| 6M | -64.9% | +2.2% | -67.0% | -66.8% |
| YTD | -36.6% | +33.0% | -69.6% | -54.1% |
| 1Y | -50.0% | +30.7% | -80.7% | -63.5% |
| 3Y | +190.1% | +44.2% | +145.9% | +92.0% |
| All | +220.6% | +79.9% | +140.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling