+244.7%
APLD vs BLDR
+8.8%
+236.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.5% | +2.0% | +5.0% |
| 7D | +3.1% | -2.7% | +5.8% | +3.6% |
| 30D | -29.4% | +24.8% | -54.2% | -38.6% |
| 3M | -42.8% | -11.7% | -31.1% | -41.0% |
| 6M | -59.5% | -14.8% | -44.7% | -58.0% |
| YTD | -31.8% | -35.9% | +4.1% | -17.8% |
| 1Y | -46.0% | -39.7% | -6.3% | -33.2% |
| 3Y | +252.0% | -45.6% | +297.6% | +291.6% |
| All | +244.7% | +8.8% | +236.0% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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