+1,574.6%
BE vs APLD
+351.5%
+1,223.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.9% |
| 7D | +20.0% | +4.1% | +15.9% | +18.7% |
| 30D | +7.9% | -11.7% | +19.6% | +11.7% |
| 3M | -13.2% | -40.3% | +27.1% | -0.2% |
| 6M | +53.5% | -8.0% | +61.4% | +58.6% |
| YTD | +191.0% | +7.5% | +183.5% | +191.4% |
| 1Y | +360.5% | +84.0% | +276.5% | +324.2% |
| All | +1,574.6% | +351.5% | +1,223.1% | +962.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling