-56.4%
BSX vs APLD
-48.0%
-8.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.6% | +3.0% |
| 7D | -0.7% | +3.1% | -3.8% | -0.7% |
| 30D | +3.0% | -29.4% | +32.4% | +3.4% |
| 3M | -10.7% | -42.8% | +32.1% | -10.1% |
| 6M | -18.4% | -59.5% | +41.1% | -17.5% |
| YTD | -53.8% | -31.8% | -22.0% | -53.6% |
| All | -56.4% | -48.0% | -8.4% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling