+444.7%
APLD vs RGTI
+147.5%
+297.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -15.2% | -17.1% | +1.9% | -11.4% |
| 3M | -36.3% | -26.0% | -10.3% | -31.5% |
| 6M | -7.4% | -9.9% | +2.5% | -5.4% |
| YTD | +7.7% | -31.1% | +38.8% | +17.0% |
| 1Y | +53.8% | -8.5% | +62.3% | +55.1% |
| 3Y | +407.1% | +652.2% | -245.1% | +151.9% |
| All | +444.7% | +147.5% | +297.3% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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