+244.7%
APLD vs BROS
-30.1%
+274.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.6% | +0.9% | +4.2% |
| 7D | +3.1% | -17.9% | +21.0% | +13.5% |
| 30D | -29.4% | -5.4% | -24.0% | -28.0% |
| 3M | -42.8% | -32.1% | -10.7% | -31.5% |
| 6M | -59.5% | -31.7% | -27.8% | -53.4% |
| YTD | -31.8% | -41.2% | +9.4% | -15.8% |
| 1Y | -46.0% | -32.6% | -13.4% | -38.4% |
| 3Y | +252.0% | +32.7% | +219.3% | +146.0% |
| All | +244.7% | -30.1% | +274.8% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling