+4.7%
APLD vs BRO
-5.8%
+10.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.5% | +11.9% | +3.0% |
| 7D | +16.6% | -5.4% | +21.9% | +10.9% |
| 30D | -3.1% | -4.3% | +1.2% | -6.4% |
| 3M | -30.9% | +17.8% | -48.7% | -24.0% |
| All | +4.7% | -5.8% | +10.6% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling