+403.2%
APLD vs BROS
+80.7%
+322.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.5% |
| 7D | +4.1% | -6.7% | +10.7% | +7.1% |
| 30D | -11.7% | -29.1% | +17.4% | +1.1% |
| 3M | -40.3% | -16.7% | -23.6% | -37.2% |
| 6M | -8.0% | -11.6% | +3.7% | -6.7% |
| YTD | +7.5% | -23.9% | +31.5% | +16.4% |
| 1Y | +84.0% | -34.8% | +118.8% | +111.2% |
| All | +403.2% | +80.7% | +322.6% | +245.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling