+192.2%
APLD vs BP
+80.5%
+111.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.0% | -12.7% | -13.5% |
| 7D | -27.0% | -11.2% | -15.8% | -21.2% |
| 30D | -44.1% | -0.7% | -43.4% | -44.3% |
| 3M | -52.6% | +9.8% | -62.4% | -56.4% |
| 6M | -64.5% | -1.6% | -62.9% | -65.5% |
| YTD | -42.2% | +33.5% | -75.7% | -58.3% |
| 1Y | -57.2% | +31.7% | -88.9% | -69.0% |
| 3Y | +159.5% | +45.1% | +114.4% | +70.9% |
| All | +192.2% | +80.5% | +111.6% | +38.0% |
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