+103.5%
APLD vs BROS
-30.1%
+133.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +7.8% |
| 7D | +16.6% | -0.9% | +17.5% | +16.7% |
| 30D | -3.1% | -13.5% | +10.3% | +0.7% |
| 3M | -30.9% | -18.4% | -12.4% | -28.8% |
| 6M | +12.6% | -10.6% | +23.2% | +11.5% |
| YTD | +15.5% | -25.1% | +40.5% | +17.0% |
| 1Y | +103.5% | -28.6% | +132.2% | +92.2% |
| All | +103.5% | -30.1% | +133.6% | +92.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling