+443.7%
APLD vs RIG
+31.8%
+412.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +3.1% |
| 7D | +4.1% | +0.9% | +3.2% | +3.4% |
| 30D | -11.7% | +13.8% | -25.5% | -17.2% |
| 3M | -40.3% | -6.4% | -33.9% | -39.3% |
| 6M | -8.0% | -8.2% | +0.2% | -9.5% |
| YTD | +7.5% | +41.6% | -34.1% | -16.5% |
| 1Y | +84.0% | +88.7% | -4.7% | +21.3% |
| 3Y | +356.2% | -30.9% | +387.1% | +380.3% |
| All | +443.7% | +31.8% | +412.0% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling