-46.5%
APLD vs BRO
-3.8%
-42.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -2.4% |
| 7D | -18.5% | +12.2% | -30.7% | -7.5% |
| 30D | -32.8% | +21.3% | -54.0% | -16.6% |
| 3M | -46.9% | +4.1% | -50.9% | -42.5% |
| 6M | -53.4% | +28.9% | -82.2% | -39.0% |
| YTD | -32.3% | -6.6% | -25.7% | -33.7% |
| 1Y | -46.5% | -5.6% | -41.0% | -47.3% |
| All | -46.5% | -3.8% | -42.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling