-46.5%
APLD vs BKR
+5.7%
-52.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.5% | -1.2% | -4.1% |
| 7D | -18.5% | -8.8% | -9.8% | -14.8% |
| 30D | -32.8% | -13.1% | -19.7% | -28.3% |
| 3M | -46.9% | -18.9% | -28.0% | -41.6% |
| 6M | -53.4% | -27.2% | -26.2% | -46.3% |
| YTD | -32.3% | +10.7% | -43.0% | -41.1% |
| 1Y | -46.5% | +9.7% | -56.2% | -57.8% |
| All | -46.5% | +5.7% | -52.2% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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