+800.6%
BE vs APLD
+281.1%
+519.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +7.4% | +5.6% | +11.4% |
| 7D | +4.5% | +7.8% | -3.3% | +3.3% |
| 30D | -20.1% | -23.0% | +2.8% | -15.2% |
| 3M | -0.8% | -39.7% | +38.9% | +10.7% |
| 6M | -26.2% | -59.8% | +33.6% | -10.9% |
| YTD | +141.1% | -27.0% | +168.0% | +163.5% |
| 1Y | +64.8% | -37.3% | +102.2% | +84.8% |
| 3Y | +1,887.4% | +281.9% | +1,605.5% | +1,431.6% |
| All | +800.6% | +281.1% | +519.5% | +486.7% |
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