-6.2%
BA vs APLD
+239.8%
-246.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.3% |
| 7D | -1.1% | +2.7% | -3.8% | -1.3% |
| 30D | -7.1% | -21.4% | +14.3% | -6.2% |
| 3M | -25.5% | -47.8% | +22.3% | -23.0% |
| 6M | -28.7% | -64.9% | +36.2% | -25.0% |
| YTD | -21.0% | -34.9% | +13.9% | -20.8% |
| 1Y | -11.9% | -30.7% | +18.9% | -12.3% |
| 3Y | -16.2% | +305.3% | -321.5% | -31.4% |
| All | -6.2% | +239.8% | -246.0% | -24.2% |
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