+431.5%
APLD vs PBR
+275.3%
+156.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.8% |
| 7D | -0.5% | +4.2% | -4.7% | -2.0% |
| 30D | -13.2% | +22.7% | -35.9% | -19.5% |
| 3M | -33.8% | +21.5% | -55.3% | -38.7% |
| 6M | -5.9% | +24.0% | -29.9% | -15.7% |
| YTD | +5.1% | +88.2% | -83.1% | -21.5% |
| 1Y | +51.8% | +74.8% | -23.0% | +16.3% |
| 3Y | +397.7% | +105.1% | +292.6% | +250.2% |
| All | +431.5% | +275.3% | +156.2% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PBR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling