+394.8%
APLD vs BRO
-7.4%
+402.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.1% |
| 7D | -0.5% | -8.6% | +8.1% | -2.6% |
| 30D | -13.2% | -6.9% | -6.2% | -14.5% |
| 3M | -33.8% | +10.5% | -44.2% | -33.7% |
| 6M | -5.9% | -2.8% | -3.1% | -4.9% |
| YTD | +5.1% | -16.1% | +21.3% | +7.7% |
| 1Y | +51.8% | -27.6% | +79.4% | +62.0% |
| All | +394.8% | -7.4% | +402.3% | +366.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling