-23.1%
BA vs APLD
-61.2%
+38.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.7% | +12.1% | -1.5% |
| 7D | -0.1% | -27.0% | +26.9% | +2.1% |
| 30D | -9.1% | -44.1% | +35.0% | -4.4% |
| 3M | -28.2% | -52.6% | +24.4% | -23.2% |
| 6M | -23.1% | -64.5% | +41.3% | -16.3% |
| All | -23.1% | -61.2% | +38.1% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling