-5.2%
BA vs APLD
+230.9%
-236.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -0.1% |
| 7D | +1.1% | -12.7% | +13.8% | +1.7% |
| 30D | -7.9% | -34.7% | +26.8% | -5.9% |
| 3M | -25.3% | -46.1% | +20.8% | -22.9% |
| 6M | -24.6% | -64.9% | +40.3% | -20.6% |
| YTD | -20.1% | -36.6% | +16.4% | -19.7% |
| 1Y | -11.8% | -50.0% | +38.2% | -10.5% |
| 3Y | -10.1% | +190.1% | -200.2% | -25.1% |
| All | -5.2% | +230.9% | -236.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling