+305.3%
APLD vs BLDR
-50.7%
+356.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.8% |
| 30D | -21.4% | +20.1% | -41.5% | -28.7% |
| 3M | -47.8% | -17.5% | -30.3% | -44.9% |
| 6M | -64.9% | -16.1% | -48.8% | -63.5% |
| YTD | -34.9% | -41.0% | +6.2% | -21.9% |
| 1Y | -30.7% | -41.6% | +10.8% | -16.8% |
| 3Y | +305.3% | -50.8% | +356.1% | +358.1% |
| All | +305.3% | -50.7% | +356.0% | +358.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling