+330.2%
APLD vs RIG
-19.4%
+349.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | +19.6% | +4.3% | +15.3% | +18.2% |
| 30D | -24.5% | -5.8% | -18.6% | -23.1% |
| 3M | -45.6% | -6.7% | -38.9% | -44.9% |
| 6M | -61.4% | -18.7% | -42.8% | -60.0% |
| YTD | -30.9% | +28.8% | -59.7% | -41.5% |
| 1Y | -35.8% | +28.8% | -64.6% | -45.6% |
| All | +330.2% | -19.4% | +349.6% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling