+305.3%
APLD vs RBLX
+31.2%
+274.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.8% | -4.4% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | -21.4% | +5.0% | -26.4% | -23.6% |
| 3M | -47.8% | +31.5% | -79.4% | -55.4% |
| 6M | -64.9% | +18.9% | -83.8% | -70.7% |
| YTD | -34.9% | -38.4% | +3.5% | -22.4% |
| 1Y | -30.7% | -50.7% | +20.0% | -4.2% |
| 3Y | +305.3% | +28.8% | +276.5% | +214.1% |
| All | +305.3% | +31.2% | +274.2% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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