+80.7%
BAC vs APLD
+461.1%
-380.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.1% |
| 7D | +1.1% | +4.1% | -3.0% | +0.9% |
| 30D | -0.4% | -11.7% | +11.3% | 0.0% |
| 3M | +16.9% | -40.3% | +57.2% | +18.9% |
| 6M | +26.6% | -8.0% | +34.6% | +25.7% |
| YTD | +15.8% | +7.5% | +8.2% | +13.6% |
| 1Y | +27.2% | +84.0% | -56.9% | +21.0% |
| 3Y | +132.4% | +356.2% | -223.8% | +99.0% |
| All | +80.7% | +461.1% | -380.3% | +45.2% |
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 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