+164.4%
APLD vs BURL
+89.8%
+74.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.7% | -13.4% |
| 7D | -27.0% | +3.5% | -30.5% | -28.2% |
| 30D | -44.1% | -9.3% | -34.8% | -41.7% |
| 3M | -52.6% | -32.1% | -20.5% | -43.7% |
| 6M | -64.5% | -19.8% | -44.7% | -61.8% |
| YTD | -42.2% | -13.2% | -29.0% | -40.4% |
| 1Y | -57.2% | -7.8% | -49.3% | -58.1% |
| All | +164.4% | +89.8% | +74.6% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling