+431.5%
APLD vs BKR
+78.2%
+353.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.7% | +1.7% | +0.1% |
| 7D | -0.5% | -6.7% | +6.2% | +4.9% |
| 30D | -13.2% | -8.3% | -4.8% | -7.4% |
| 3M | -33.8% | -5.4% | -28.4% | -31.5% |
| 6M | -5.9% | +0.8% | -6.7% | -9.2% |
| YTD | +5.1% | +31.8% | -26.7% | -19.1% |
| 1Y | +51.8% | +28.6% | +23.2% | +16.6% |
| 3Y | +397.7% | +71.2% | +326.5% | +196.0% |
| All | +431.5% | +78.2% | +353.4% | +264.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling