+84.0%
APLD vs BX
-15.8%
+99.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +4.1% | -4.4% | +8.4% | +6.6% |
| 30D | -11.7% | +0.1% | -11.8% | -12.2% |
| 3M | -40.3% | +16.0% | -56.3% | -45.5% |
| 6M | -8.0% | +21.6% | -29.6% | -18.3% |
| YTD | +7.5% | -8.9% | +16.4% | +10.4% |
| 1Y | +84.0% | -16.6% | +100.6% | +84.2% |
| All | +84.0% | -15.8% | +99.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling