+459.6%
APLD vs BLDR
+1.2%
+458.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.2% |
| 7D | +9.0% | -2.7% | +11.6% | +10.2% |
| 30D | -6.6% | -14.7% | +8.1% | +0.7% |
| 3M | -35.2% | -20.8% | -14.4% | -28.7% |
| 6M | +0.4% | -35.3% | +35.8% | +23.3% |
| YTD | +10.7% | -40.3% | +51.0% | +42.1% |
| 1Y | +78.6% | -56.3% | +134.8% | +163.4% |
| 3Y | +423.9% | -56.1% | +480.1% | +583.4% |
| All | +459.6% | +1.2% | +458.4% | +338.1% |
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