-46.5%
APLD vs BURL
-4.6%
-42.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.7% | -14.4% | -7.8% |
| 7D | -18.5% | +10.4% | -28.9% | -19.8% |
| 30D | -32.8% | -4.9% | -27.8% | -31.8% |
| 3M | -46.9% | -29.8% | -17.1% | -43.4% |
| 6M | -53.4% | -16.5% | -36.9% | -52.9% |
| YTD | -32.3% | -10.5% | -21.7% | -30.3% |
| 1Y | -46.5% | -5.3% | -41.2% | -44.4% |
| All | -46.5% | -4.6% | -42.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling