-46.5%
APLD vs BROS
-18.6%
-27.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.7% | -7.0% |
| 7D | -18.5% | +2.5% | -21.0% | -19.3% |
| 30D | -32.8% | +15.1% | -47.8% | -36.1% |
| 3M | -46.9% | -31.4% | -15.5% | -40.0% |
| 6M | -53.4% | -22.6% | -30.8% | -51.0% |
| YTD | -32.3% | -28.1% | -4.1% | -29.3% |
| 1Y | -46.5% | -20.3% | -26.3% | -45.4% |
| All | -46.5% | -18.6% | -27.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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