+444.7%
APLD vs BRO
-4.8%
+449.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +0.2% | -7.3% | +7.5% | +1.6% |
| 30D | -15.2% | -6.9% | -8.3% | -14.2% |
| 3M | -36.3% | +10.7% | -47.0% | -40.2% |
| 6M | -7.4% | -2.7% | -4.7% | -8.8% |
| YTD | +7.7% | -16.3% | +24.1% | +12.8% |
| 1Y | +53.8% | -29.1% | +82.9% | +76.6% |
| 3Y | +407.1% | -7.8% | +414.9% | +349.6% |
| All | +444.7% | -4.8% | +449.6% | +268.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling