+243.9%
APLD vs BX
+27.1%
+216.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.8% |
| 7D | -6.3% | +3.7% | -10.0% | -9.2% |
| 30D | -29.6% | +8.2% | -37.8% | -35.3% |
| 3M | -42.6% | -12.7% | -29.9% | -36.8% |
| 6M | -59.6% | +1.0% | -60.5% | -61.2% |
| YTD | -32.0% | -17.2% | -14.7% | -22.7% |
| 1Y | -46.9% | -11.6% | -35.4% | -43.2% |
| 3Y | +255.7% | +36.8% | +218.9% | +142.7% |
| All | +243.9% | +27.1% | +216.8% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling