+243.9%
APLD vs RBA
+82.4%
+161.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -6.3% | +3.2% | -9.6% | -7.7% |
| 30D | -29.6% | +12.0% | -41.6% | -33.6% |
| 3M | -42.6% | +2.9% | -45.5% | -44.0% |
| 6M | -59.6% | -6.3% | -53.3% | -59.4% |
| YTD | -32.0% | -5.9% | -26.1% | -31.9% |
| 1Y | -46.9% | -3.9% | -43.1% | -47.4% |
| 3Y | +255.7% | +64.9% | +190.8% | +175.0% |
| All | +243.9% | +82.4% | +161.5% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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