+459.6%
APLD vs RJF
+73.8%
+385.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.5% |
| 7D | +9.0% | -0.3% | +9.2% | +9.2% |
| 30D | -6.6% | -2.0% | -4.6% | -5.3% |
| 3M | -35.2% | +16.3% | -51.6% | -45.4% |
| 6M | +0.4% | +16.9% | -16.5% | -16.1% |
| YTD | +10.7% | +10.4% | +0.2% | -2.1% |
| 1Y | +78.6% | +7.4% | +71.1% | +61.3% |
| 3Y | +423.9% | +72.2% | +351.7% | +169.7% |
| All | +459.6% | +73.8% | +385.8% | +108.6% |
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