+443.7%
APLD vs RIO
+69.6%
+374.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.4% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -11.7% | +4.0% | -15.7% | -15.2% |
| 3M | -40.3% | +0.1% | -40.4% | -40.2% |
| 6M | -8.0% | +12.7% | -20.7% | -17.0% |
| YTD | +7.5% | +35.6% | -28.0% | -18.0% |
| 1Y | +84.0% | +73.7% | +10.3% | +9.6% |
| 3Y | +356.2% | +93.3% | +262.9% | +145.0% |
| All | +443.7% | +69.6% | +374.1% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling