+46.1%
BAC vs APLD
+281.1%
-235.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.3% |
| 7D | -1.9% | +7.8% | -9.7% | -2.2% |
| 30D | -7.2% | -23.0% | +15.8% | -6.4% |
| 3M | -20.4% | -39.7% | +19.3% | -19.1% |
| 6M | +1.3% | -59.8% | +61.1% | +4.2% |
| YTD | -6.4% | -27.0% | +20.6% | -7.0% |
| 1Y | -3.5% | -37.3% | +33.8% | -3.8% |
| 3Y | +96.7% | +281.9% | -185.2% | +69.2% |
| All | +46.1% | +281.1% | -235.0% | +18.9% |
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 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