-46.5%
APLD vs RJF
+7.8%
-54.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.1% | -9.1% |
| 7D | -18.5% | +7.2% | -25.7% | -22.1% |
| 30D | -32.8% | +4.9% | -37.7% | -34.8% |
| 3M | -46.9% | -5.5% | -41.3% | -44.5% |
| 6M | -53.4% | +8.0% | -61.3% | -56.6% |
| YTD | -32.3% | +6.2% | -38.4% | -40.3% |
| 1Y | -46.5% | +7.8% | -54.3% | -53.9% |
| All | -46.5% | +7.8% | -54.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling