-3.2%
BA vs APLD
+253.4%
-256.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.9% | +2.5% |
| 7D | +5.9% | -18.5% | +24.4% | +7.1% |
| 30D | -8.2% | -32.8% | +24.6% | -6.2% |
| 3M | -25.4% | -46.9% | +21.5% | -22.8% |
| 6M | -20.0% | -53.4% | +33.4% | -17.2% |
| YTD | -18.5% | -32.3% | +13.8% | -18.3% |
| 1Y | -10.6% | -46.5% | +35.9% | -9.7% |
| 3Y | -9.3% | +204.2% | -213.5% | -24.5% |
| All | -3.2% | +253.4% | -256.6% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling