+249.5%
APLD vs RJF
+66.3%
+183.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +19.6% | +1.5% | +18.1% | +17.9% |
| 30D | -24.5% | +6.7% | -31.2% | -29.8% |
| 3M | -45.6% | -7.3% | -38.2% | -42.3% |
| 6M | -61.4% | +9.8% | -71.2% | -66.2% |
| YTD | -30.9% | +5.6% | -36.5% | -36.8% |
| 1Y | -35.8% | +2.3% | -38.1% | -38.8% |
| 3Y | +261.4% | +73.6% | +187.8% | +79.2% |
| All | +249.5% | +66.3% | +183.2% | +34.6% |
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