+43.5%
BAC vs APLD
+201.5%
-158.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.7% | +11.1% | -3.0% |
| 7D | -2.7% | -27.0% | +24.3% | -1.5% |
| 30D | -8.0% | -44.1% | +36.1% | -5.9% |
| 3M | -20.9% | -52.6% | +31.6% | -18.7% |
| 6M | -5.4% | -64.5% | +59.1% | -2.1% |
| YTD | -8.1% | -42.2% | +34.1% | -7.7% |
| 1Y | -3.1% | -57.2% | +54.1% | -1.8% |
| 3Y | +88.1% | +159.5% | -71.4% | +64.8% |
| All | +43.5% | +201.5% | -158.0% | +18.0% |
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