+759.3%
APLD vs RBRK
+130.3%
+629.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -0.5% | -3.5% | +3.0% | +0.7% |
| 30D | -13.2% | -8.3% | -4.9% | -11.4% |
| 3M | -33.8% | +24.7% | -58.4% | -40.4% |
| 6M | -5.9% | +58.9% | -64.8% | -25.4% |
| YTD | +5.1% | +16.3% | -11.1% | -6.7% |
| 1Y | +51.8% | +10.1% | +41.7% | +36.6% |
| All | +759.3% | +130.3% | +629.0% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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