+420.9%
APLD vs PBR
+97.2%
+323.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | +9.0% | +0.3% | +8.6% | +8.8% |
| 30D | -6.6% | +17.5% | -24.1% | -11.1% |
| 3M | -35.2% | +20.9% | -56.1% | -39.1% |
| 6M | +0.4% | +20.2% | -19.8% | -8.6% |
| YTD | +10.7% | +84.3% | -73.6% | -17.1% |
| 1Y | +78.6% | +77.1% | +1.4% | +35.2% |
| All | +420.9% | +97.2% | +323.7% | +251.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling