+431.5%
APLD vs BR
+18.9%
+412.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -0.5% | -6.0% | +5.5% | +2.2% |
| 30D | -13.2% | -0.9% | -12.3% | -13.2% |
| 3M | -33.8% | +16.4% | -50.1% | -40.0% |
| 6M | -5.9% | -8.2% | +2.3% | -1.4% |
| YTD | +5.1% | -23.2% | +28.4% | +24.7% |
| 1Y | +51.8% | -30.9% | +82.8% | +96.7% |
| 3Y | +397.7% | -5.0% | +402.7% | +347.7% |
| All | +431.5% | +18.9% | +412.6% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling