+252.0%
APLD vs BR
+13.8%
+238.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.7% |
| 7D | +3.1% | +4.4% | -1.3% | +3.8% |
| 30D | -29.4% | +16.3% | -45.6% | -28.2% |
| 3M | -42.8% | +16.2% | -59.0% | -41.8% |
| 6M | -59.5% | +30.3% | -89.8% | -58.7% |
| YTD | -31.8% | -12.2% | -19.6% | -20.4% |
| 1Y | -46.0% | -11.3% | -34.8% | -37.8% |
| 3Y | +252.0% | +15.2% | +236.8% | +282.2% |
| All | +252.0% | +13.8% | +238.2% | +282.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling