+229.3%
APLD vs BROS
-30.3%
+259.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.5% | -12.3% | -9.0% |
| 7D | +2.7% | +6.3% | -3.6% | -0.7% |
| 30D | -21.4% | -8.3% | -13.1% | -18.7% |
| 3M | -47.8% | -29.8% | -18.1% | -38.7% |
| 6M | -64.9% | -25.8% | -39.1% | -61.4% |
| YTD | -34.9% | -41.4% | +6.5% | -19.7% |
| 1Y | -30.7% | -35.2% | +4.4% | -19.7% |
| 3Y | +305.3% | +32.8% | +272.6% | +181.6% |
| All | +229.3% | -30.3% | +259.6% | +234.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling