+16.1%
BA vs APLD
+461.1%
-445.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.7% |
| 7D | +1.2% | +4.1% | -2.9% | +0.9% |
| 30D | -11.6% | -11.7% | +0.1% | -11.0% |
| 3M | -2.4% | -40.3% | +37.9% | +0.3% |
| 6M | -6.6% | -8.0% | +1.3% | -7.2% |
| YTD | -2.2% | +7.5% | -9.8% | -4.3% |
| 1Y | -8.0% | +84.0% | -92.0% | -13.8% |
| 3Y | -5.0% | +356.2% | -361.2% | -22.8% |
| All | +16.1% | +461.1% | -445.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling