+244.7%
APLD vs RIG
+16.4%
+228.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +8.1% |
| 7D | +3.1% | -17.0% | +20.1% | +12.1% |
| 30D | -29.4% | -6.2% | -23.2% | -27.6% |
| 3M | -42.8% | -1.7% | -41.1% | -43.4% |
| 6M | -59.5% | -19.2% | -40.2% | -57.3% |
| YTD | -31.8% | +25.2% | -57.0% | -44.7% |
| 1Y | -46.0% | +29.9% | -75.9% | -56.9% |
| 3Y | +252.0% | -21.3% | +273.3% | +230.6% |
| All | +244.7% | +16.4% | +228.3% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling