+244.7%
APLD vs RCL
+334.7%
-89.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.5% | +5.5% |
| 7D | +3.1% | +5.0% | -1.9% | -0.5% |
| 30D | -29.4% | +19.4% | -48.8% | -37.7% |
| 3M | -42.8% | +5.9% | -48.7% | -45.6% |
| 6M | -59.5% | +23.8% | -83.3% | -65.5% |
| YTD | -31.8% | +22.8% | -54.6% | -42.9% |
| 1Y | -46.0% | +34.3% | -80.3% | -58.2% |
| 3Y | +252.0% | +276.4% | -24.4% | +18.0% |
| All | +244.7% | +334.7% | -89.9% | +7.8% |
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