+443.7%
APLD vs RCL
+240.1%
+203.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +4.1% | -5.1% | +9.2% | +7.8% |
| 30D | -11.7% | -19.0% | +7.3% | +1.7% |
| 3M | -40.3% | -9.6% | -30.7% | -36.6% |
| 6M | -8.0% | -6.7% | -1.3% | -3.6% |
| YTD | +7.5% | -3.9% | +11.5% | +7.3% |
| 1Y | +84.0% | -25.1% | +109.1% | +112.7% |
| 3Y | +356.2% | +179.1% | +177.1% | +90.3% |
| All | +443.7% | +240.1% | +203.7% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling