+761.6%
BE vs APLD
+253.4%
+508.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.7% | +0.4% | -5.0% |
| 7D | -12.1% | -18.5% | +6.4% | -8.3% |
| 30D | -30.1% | -32.8% | +2.7% | -24.0% |
| 3M | -12.1% | -46.9% | +34.7% | +0.1% |
| 6M | -30.6% | -53.4% | +22.8% | -18.6% |
| YTD | +130.6% | -32.3% | +162.9% | +155.0% |
| 1Y | +55.3% | -46.5% | +101.8% | +78.3% |
| 3Y | +1,755.6% | +204.2% | +1,551.3% | +1,371.6% |
| All | +761.6% | +253.4% | +508.2% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling