+269.3%
APLD vs RIG
+19.6%
+249.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +6.2% |
| 7D | +7.8% | -2.6% | +10.4% | +9.6% |
| 30D | -23.0% | -5.2% | -17.8% | -21.3% |
| 3M | -39.7% | -8.6% | -31.1% | -38.1% |
| 6M | -59.8% | -18.9% | -40.9% | -57.7% |
| YTD | -27.0% | +28.6% | -55.5% | -41.5% |
| 1Y | -37.3% | +25.5% | -62.8% | -48.9% |
| 3Y | +281.9% | -20.2% | +302.0% | +257.4% |
| All | +269.3% | +19.6% | +249.7% | +139.2% |
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