+459.6%
APLD vs BRO
-4.3%
+463.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.7% |
| 7D | +9.0% | -7.6% | +16.6% | +10.6% |
| 30D | -6.6% | -6.9% | +0.3% | -5.5% |
| 3M | -35.2% | +12.8% | -48.1% | -39.6% |
| 6M | +0.4% | -5.9% | +6.3% | +0.5% |
| YTD | +10.7% | -15.9% | +26.6% | +15.8% |
| 1Y | +78.6% | -28.1% | +106.7% | +103.5% |
| 3Y | +423.9% | -7.0% | +430.9% | +362.4% |
| All | +459.6% | -4.3% | +463.9% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling