+78.6%
APLD vs BX
-22.2%
+100.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.5% | -2.1% |
| 7D | +9.0% | -5.7% | +14.6% | +12.4% |
| 30D | -6.6% | -8.9% | +2.3% | -2.2% |
| 3M | -35.2% | +8.4% | -43.6% | -38.8% |
| 6M | +0.4% | +18.9% | -18.5% | -10.6% |
| YTD | +10.7% | -13.6% | +24.3% | +17.1% |
| 1Y | +78.6% | -22.4% | +101.0% | +86.7% |
| All | +78.6% | -22.2% | +100.7% | +86.7% |
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