+229.3%
APLD vs RCL
+317.0%
-87.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.1% |
| 7D | +2.7% | -1.2% | +3.9% | +3.6% |
| 30D | -21.4% | +17.8% | -39.3% | -30.1% |
| 3M | -47.8% | +4.9% | -52.8% | -50.1% |
| 6M | -64.9% | +23.7% | -88.6% | -70.0% |
| YTD | -34.9% | +17.8% | -52.7% | -44.0% |
| 1Y | -30.7% | +28.9% | -59.7% | -45.1% |
| 3Y | +305.3% | +241.9% | +63.4% | +46.4% |
| All | +229.3% | +317.0% | -87.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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