+229.3%
APLD vs BWA
+66.0%
+163.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.6% |
| 7D | +2.7% | +4.3% | -1.6% | -0.7% |
| 30D | -21.4% | -13.0% | -8.4% | -10.8% |
| 3M | -47.8% | -24.8% | -23.0% | -33.6% |
| 6M | -64.9% | -23.5% | -41.4% | -55.7% |
| YTD | -34.9% | +13.8% | -48.7% | -42.2% |
| 1Y | -30.7% | +13.4% | -44.2% | -38.8% |
| 3Y | +305.3% | +62.8% | +242.6% | +142.7% |
| All | +229.3% | +66.0% | +163.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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