+443.7%
APLD vs BROS
-9.6%
+453.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.4% |
| 7D | +4.1% | -6.7% | +10.7% | +7.6% |
| 30D | -11.7% | -29.1% | +17.4% | +3.4% |
| 3M | -40.3% | -16.7% | -23.6% | -36.7% |
| 6M | -8.0% | -11.6% | +3.7% | -6.4% |
| YTD | +7.5% | -23.9% | +31.5% | +17.9% |
| 1Y | +84.0% | -34.8% | +118.8% | +114.7% |
| 3Y | +356.2% | +62.1% | +294.2% | +191.8% |
| All | +443.7% | -9.6% | +453.3% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling