+804.7%
APLD vs RBRK
+130.1%
+674.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.1% |
| 7D | +9.0% | +1.9% | +7.1% | +8.2% |
| 30D | -6.6% | -9.3% | +2.7% | -4.3% |
| 3M | -35.2% | +23.8% | -59.1% | -41.6% |
| 6M | +0.4% | +55.4% | -55.0% | -19.7% |
| YTD | +10.7% | +16.1% | -5.4% | -1.8% |
| 1Y | +78.6% | -9.8% | +88.4% | +72.7% |
| All | +804.7% | +130.1% | +674.6% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling