+394.8%
APLD vs RDW
+249.5%
+145.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -5.6% |
| 7D | -0.5% | +4.8% | -5.3% | -2.1% |
| 30D | -13.2% | -19.5% | +6.4% | -6.3% |
| 3M | -33.8% | -26.9% | -6.9% | -27.6% |
| 6M | -5.9% | +17.8% | -23.7% | -20.4% |
| YTD | +5.1% | +43.0% | -37.9% | -17.1% |
| 1Y | +51.8% | +32.1% | +19.7% | +19.3% |
| All | +394.8% | +249.5% | +145.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling