+733.5%
BE vs APLD
+255.7%
+477.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.5% | +4.4% | +10.3% |
| 7D | -1.2% | +3.1% | -4.3% | -1.4% |
| 30D | -30.9% | -29.4% | -1.5% | -25.3% |
| 3M | -11.6% | -42.8% | +31.2% | -0.4% |
| 6M | -25.7% | -59.5% | +33.7% | -10.3% |
| YTD | +123.1% | -31.8% | +154.9% | +147.1% |
| 1Y | +43.4% | -46.0% | +89.4% | +64.9% |
| 3Y | +1,683.6% | +252.0% | +1,431.6% | +1,295.1% |
| All | +733.5% | +255.7% | +477.8% | +450.3% |
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