+190.1%
APLD vs RIO
+49.3%
+140.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.1% | +9.0% |
| 7D | -12.7% | +2.2% | -15.0% | -15.0% |
| 30D | -34.7% | -10.1% | -24.6% | -26.7% |
| 3M | -46.1% | -14.1% | -32.0% | -36.4% |
| 6M | -64.9% | -18.9% | -46.0% | -55.6% |
| YTD | -36.6% | +9.9% | -46.5% | -38.8% |
| 1Y | -50.0% | +27.0% | -77.0% | -58.1% |
| 3Y | +190.1% | +50.1% | +140.0% | +96.0% |
| All | +190.1% | +49.3% | +140.8% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling