+220.6%
APLD vs BROS
-34.4%
+255.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.3% | +12.1% | +10.9% |
| 7D | -12.7% | -21.2% | +8.5% | -2.1% |
| 30D | -34.7% | -11.6% | -23.1% | -31.3% |
| 3M | -46.1% | -36.7% | -9.4% | -33.2% |
| 6M | -64.9% | -42.8% | -22.0% | -55.7% |
| YTD | -36.6% | -44.8% | +8.3% | -19.2% |
| 1Y | -50.0% | -36.5% | -13.4% | -41.2% |
| 3Y | +190.1% | +27.0% | +163.2% | +106.6% |
| All | +220.6% | -34.4% | +255.1% | +236.9% |
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