+483.7%
APLD vs RIG
+29.7%
+454.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +8.1% |
| 7D | +16.6% | -2.7% | +19.3% | +17.7% |
| 30D | -3.1% | +9.5% | -12.6% | -7.6% |
| 3M | -30.9% | -6.6% | -24.2% | -29.8% |
| 6M | +12.6% | -2.9% | +15.5% | +7.3% |
| YTD | +15.5% | +39.5% | -24.0% | -9.7% |
| 1Y | +103.5% | +82.3% | +21.2% | +36.4% |
| 3Y | +446.5% | -29.6% | +476.1% | +466.5% |
| All | +483.7% | +29.7% | +454.0% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling