+443.7%
APLD vs BURL
+28.8%
+414.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.5% |
| 7D | +4.1% | -2.8% | +6.9% | +5.3% |
| 30D | -11.7% | -28.2% | +16.4% | +2.8% |
| 3M | -40.3% | -17.6% | -22.7% | -35.4% |
| 6M | -8.0% | -11.8% | +3.8% | -4.4% |
| YTD | +7.5% | -8.1% | +15.7% | +9.3% |
| 1Y | +84.0% | -12.0% | +96.0% | +86.1% |
| 3Y | +356.2% | +63.3% | +292.9% | +237.6% |
| All | +443.7% | +28.8% | +414.9% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling