-30.7%
APLD vs BX
-12.5%
-18.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -6.6% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -21.4% | +14.2% | -35.7% | -28.2% |
| 3M | -47.8% | -18.7% | -29.1% | -40.5% |
| 6M | -64.9% | +2.5% | -67.4% | -65.8% |
| YTD | -34.9% | -18.8% | -16.1% | -24.0% |
| 1Y | -30.7% | -10.3% | -20.4% | -25.7% |
| All | -30.7% | -12.5% | -18.3% | -25.7% |
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