+192.2%
APLD vs BURL
+21.7%
+170.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.7% | -13.3% |
| 7D | -27.0% | +3.5% | -30.5% | -28.3% |
| 30D | -44.1% | -9.3% | -34.8% | -41.7% |
| 3M | -52.6% | -32.1% | -20.5% | -43.8% |
| 6M | -64.5% | -19.8% | -44.7% | -61.8% |
| YTD | -42.2% | -13.2% | -29.0% | -40.2% |
| 1Y | -57.2% | -7.8% | -49.3% | -57.8% |
| 3Y | +159.5% | +89.3% | +70.2% | +78.2% |
| All | +192.2% | +21.7% | +170.5% | +101.8% |
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