+443.7%
APLD vs BX
+39.9%
+403.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.7% |
| 7D | +4.1% | -4.4% | +8.4% | +8.2% |
| 30D | -11.7% | +0.1% | -11.8% | -12.4% |
| 3M | -40.3% | +16.0% | -56.3% | -48.5% |
| 6M | -8.0% | +21.6% | -29.6% | -25.0% |
| YTD | +7.5% | -8.9% | +16.4% | +14.1% |
| 1Y | +84.0% | -16.6% | +100.6% | +108.2% |
| 3Y | +356.2% | +43.3% | +312.9% | +200.5% |
| All | +443.7% | +39.9% | +403.8% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling