-0.5%
BSX vs APLD
+260.6%
-261.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -2.0% |
| 7D | -1.0% | +19.6% | -20.6% | -1.4% |
| 30D | +2.1% | -24.5% | +26.5% | +2.5% |
| 3M | -14.0% | -45.6% | +31.5% | -13.1% |
| 6M | -18.3% | -61.4% | +43.1% | -17.0% |
| YTD | -53.6% | -30.9% | -22.8% | -53.8% |
| 1Y | -57.6% | -35.8% | -21.7% | -57.7% |
| 3Y | -14.3% | +261.4% | -275.7% | -21.2% |
| All | -0.5% | +260.6% | -261.2% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling