+987.1%
BE vs APLD
+461.1%
+526.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +7.0% |
| 7D | +20.0% | +4.1% | +15.9% | +19.0% |
| 30D | +7.9% | -11.7% | +19.6% | +10.6% |
| 3M | -13.2% | -40.3% | +27.1% | -3.8% |
| 6M | +53.5% | -8.0% | +61.4% | +57.6% |
| YTD | +191.0% | +7.5% | +183.5% | +192.0% |
| 1Y | +360.5% | +84.0% | +276.5% | +331.5% |
| 3Y | +1,568.0% | +356.2% | +1,211.8% | +1,105.7% |
| All | +987.1% | +461.1% | +526.1% | +550.1% |
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