+243.9%
APLD vs RJF
+67.1%
+176.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -6.3% | +4.0% | -10.3% | -9.9% |
| 30D | -29.6% | +6.1% | -35.7% | -34.1% |
| 3M | -42.6% | -5.8% | -36.8% | -40.1% |
| 6M | -59.6% | +9.7% | -69.3% | -64.6% |
| YTD | -32.0% | +6.2% | -38.1% | -38.1% |
| 1Y | -46.9% | +5.3% | -52.2% | -51.0% |
| 3Y | +255.7% | +74.4% | +181.2% | +75.6% |
| All | +243.9% | +67.1% | +176.8% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling