+459.6%
APLD vs BR
+18.8%
+440.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +9.0% | -5.0% | +14.0% | +11.4% |
| 30D | -6.6% | -2.5% | -4.1% | -5.9% |
| 3M | -35.2% | +13.5% | -48.7% | -40.3% |
| 6M | +0.4% | -9.4% | +9.8% | +6.1% |
| YTD | +10.7% | -23.3% | +34.0% | +31.3% |
| 1Y | +78.6% | -31.6% | +110.2% | +133.3% |
| 3Y | +423.9% | -5.1% | +429.0% | +371.5% |
| All | +459.6% | +18.8% | +440.8% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling