+446.5%
APLD vs BX
+34.2%
+412.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.6% |
| 7D | +16.6% | -2.0% | +18.5% | +18.2% |
| 30D | -3.1% | -2.3% | -0.8% | -2.1% |
| 3M | -30.9% | +18.5% | -49.4% | -40.7% |
| 6M | +12.6% | +23.7% | -11.1% | -8.1% |
| YTD | +15.5% | -10.4% | +25.8% | +24.1% |
| 1Y | +103.5% | -19.6% | +123.1% | +136.5% |
| 3Y | +446.5% | +30.8% | +415.7% | +314.3% |
| All | +446.5% | +34.2% | +412.3% | +314.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling