+244.7%
APLD vs RIO
+41.9%
+202.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +4.3% |
| 7D | +3.1% | +4.4% | -1.3% | -1.4% |
| 30D | -29.4% | -8.9% | -20.5% | -22.2% |
| 3M | -42.8% | -12.7% | -30.1% | -34.0% |
| 6M | -59.5% | -16.2% | -43.2% | -50.8% |
| YTD | -31.8% | +13.4% | -45.2% | -37.3% |
| 1Y | -46.0% | +30.9% | -76.9% | -57.0% |
| 3Y | +252.0% | +60.2% | +191.8% | +128.4% |
| All | +244.7% | +41.9% | +202.8% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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