+220.6%
APLD vs BLDR
+3.1%
+217.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.5% | +14.3% | +11.8% |
| 7D | -12.7% | -3.7% | -9.1% | -12.2% |
| 30D | -34.7% | +16.8% | -51.5% | -41.4% |
| 3M | -46.1% | -13.7% | -32.4% | -43.9% |
| 6M | -64.9% | -21.9% | -43.0% | -62.0% |
| YTD | -36.6% | -39.2% | +2.6% | -21.7% |
| 1Y | -50.0% | -42.6% | -7.3% | -36.7% |
| 3Y | +190.1% | -50.2% | +240.3% | +239.0% |
| All | +220.6% | +3.1% | +217.5% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling