+192.2%
APLD vs RBA
+79.8%
+112.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.3% | -14.4% | -14.5% |
| 7D | -27.0% | +7.3% | -34.3% | -29.6% |
| 30D | -44.1% | +16.9% | -61.0% | -48.5% |
| 3M | -52.6% | -0.5% | -52.1% | -52.9% |
| 6M | -64.5% | -10.4% | -54.1% | -63.5% |
| YTD | -42.2% | -7.2% | -35.0% | -41.8% |
| 1Y | -57.2% | -2.2% | -54.9% | -58.0% |
| 3Y | +159.5% | +43.7% | +115.8% | +112.4% |
| All | +192.2% | +79.8% | +112.3% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling