+697.2%
BE vs APLD
+254.9%
+442.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -13.4% | -6.3% | -7.0% | -11.9% |
| 30D | -33.9% | -29.6% | -4.3% | -28.6% |
| 3M | -12.0% | -42.6% | +30.6% | -0.8% |
| 6M | -29.0% | -59.6% | +30.6% | -14.2% |
| YTD | +113.4% | -32.0% | +145.4% | +136.5% |
| 1Y | +33.2% | -46.9% | +80.1% | +53.5% |
| 3Y | +1,659.2% | +255.7% | +1,403.6% | +1,274.6% |
| All | +697.2% | +254.9% | +442.3% | +426.6% |
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