+431.5%
APLD vs BX
+28.8%
+402.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -2.5% |
| 7D | -0.5% | -8.9% | +8.4% | +7.9% |
| 30D | -13.2% | -14.8% | +1.6% | -0.7% |
| 3M | -33.8% | +6.9% | -40.7% | -38.7% |
| 6M | -5.9% | +16.3% | -22.2% | -20.6% |
| YTD | +5.1% | -16.1% | +21.2% | +19.8% |
| 1Y | +51.8% | -26.8% | +78.6% | +92.8% |
| 3Y | +397.7% | +22.4% | +375.2% | +281.3% |
| All | +431.5% | +28.8% | +402.7% | +295.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling