+394.8%
APLD vs BKR
+69.4%
+325.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.7% | +1.7% | -0.9% |
| 7D | -0.5% | -6.7% | +6.2% | +3.9% |
| 30D | -13.2% | -8.3% | -4.8% | -8.4% |
| 3M | -33.8% | -5.4% | -28.4% | -31.8% |
| 6M | -5.9% | +0.8% | -6.7% | -8.5% |
| YTD | +5.1% | +31.8% | -26.7% | -15.5% |
| 1Y | +51.8% | +28.6% | +23.2% | +21.8% |
| All | +394.8% | +69.4% | +325.4% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling