+220.6%
APLD vs RCL
+322.0%
-101.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.4% | +8.4% | +8.8% |
| 7D | -12.7% | +6.5% | -19.2% | -17.0% |
| 30D | -34.7% | +15.9% | -50.6% | -41.2% |
| 3M | -46.1% | +2.7% | -48.8% | -47.7% |
| 6M | -64.9% | +15.2% | -80.1% | -68.6% |
| YTD | -36.6% | +19.2% | -55.8% | -45.9% |
| 1Y | -50.0% | +31.6% | -81.6% | -60.8% |
| 3Y | +190.1% | +274.2% | -84.1% | -2.9% |
| All | +220.6% | +322.0% | -101.4% | +2.2% |
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