+85.4%
BE vs APLD
-37.2%
+122.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.8% | +0.9% | -1.0% |
| 7D | +10.8% | +2.7% | +8.1% | +9.5% |
| 30D | -19.8% | -21.4% | +1.6% | -5.5% |
| 3M | -18.7% | -47.8% | +29.1% | +23.8% |
| 6M | -33.7% | -64.9% | +31.1% | +26.2% |
| YTD | +121.0% | -34.9% | +155.8% | +161.6% |
| 1Y | +85.4% | -30.7% | +116.2% | +94.4% |
| All | +85.4% | -37.2% | +122.6% | +94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling