+644.8%
BE vs APLD
+230.9%
+413.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.4% | -7.2% | -12.2% |
| 7D | -14.7% | -12.7% | -2.0% | -12.1% |
| 30D | -40.5% | -34.7% | -5.8% | -34.8% |
| 3M | -24.3% | -46.1% | +21.8% | -13.8% |
| 6M | -39.3% | -64.9% | +25.5% | -24.8% |
| YTD | +99.4% | -36.6% | +136.0% | +123.8% |
| 1Y | +26.6% | -50.0% | +76.5% | +47.5% |
| 3Y | +1,616.9% | +190.1% | +1,426.8% | +1,279.3% |
| All | +644.8% | +230.9% | +413.9% | +398.3% |
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