+229.3%
APLD vs RIO
+36.2%
+193.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.4% |
| 7D | +2.7% | -0.9% | +3.6% | +3.9% |
| 30D | -21.4% | -9.1% | -12.3% | -13.2% |
| 3M | -47.8% | -13.7% | -34.2% | -39.0% |
| 6M | -64.9% | -24.3% | -40.5% | -52.9% |
| YTD | -34.9% | +8.9% | -43.8% | -37.6% |
| 1Y | -30.7% | +22.7% | -53.4% | -41.0% |
| 3Y | +305.3% | +51.2% | +254.2% | +179.2% |
| All | +229.3% | +36.2% | +193.0% | +174.1% |
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