+483.7%
APLD vs RIO
+70.5%
+413.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.8% | +6.8% |
| 7D | +16.6% | +1.9% | +14.6% | +14.4% |
| 30D | -3.1% | +5.0% | -8.1% | -7.8% |
| 3M | -30.9% | +5.1% | -36.0% | -34.3% |
| 6M | +12.6% | +17.6% | -5.0% | -2.5% |
| YTD | +15.5% | +36.3% | -20.8% | -12.4% |
| 1Y | +103.5% | +71.2% | +32.3% | +23.1% |
| 3Y | +446.5% | +102.7% | +343.8% | +180.4% |
| All | +483.7% | +70.5% | +413.2% | +284.4% |
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