+84.0%
APLD vs BRO
-24.4%
+108.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +0.4% |
| 7D | +4.1% | -2.6% | +6.6% | +1.8% |
| 30D | -11.7% | +0.9% | -12.6% | -10.6% |
| 3M | -40.3% | +24.8% | -65.0% | -29.1% |
| 6M | -8.0% | -0.1% | -7.9% | -3.6% |
| YTD | +7.5% | -9.7% | +17.3% | +6.5% |
| 1Y | +84.0% | -24.5% | +108.5% | +82.9% |
| All | +84.0% | -24.4% | +108.5% | +82.9% |
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