+220.6%
APLD vs RIG
+18.0%
+202.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +8.5% |
| 7D | -12.7% | -24.5% | +11.8% | -0.9% |
| 30D | -34.7% | -2.8% | -31.9% | -34.0% |
| 3M | -46.1% | +1.6% | -47.7% | -47.5% |
| 6M | -64.9% | -15.9% | -49.0% | -63.7% |
| YTD | -36.6% | +26.9% | -63.5% | -48.9% |
| 1Y | -50.0% | +34.4% | -84.3% | -60.7% |
| 3Y | +190.1% | -21.2% | +211.3% | +172.8% |
| All | +220.6% | +18.0% | +202.6% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling