-5.3%
BAC vs APLD
-53.8%
+48.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.7% | -10.4% | -1.1% |
| 7D | -1.2% | -12.7% | +11.5% | -0.7% |
| 30D | -7.7% | -34.7% | +27.0% | -6.2% |
| 3M | -21.2% | -46.1% | +25.0% | -19.5% |
| 6M | -6.8% | -64.9% | +58.0% | -3.9% |
| YTD | -8.7% | -36.6% | +27.9% | -10.2% |
| 1Y | -5.3% | -50.0% | +44.7% | -6.2% |
| All | -5.3% | -53.8% | +48.5% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling