+220.6%
APLD vs RJF
+61.8%
+158.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.2% | +11.0% | +10.9% |
| 7D | -12.7% | +3.6% | -16.3% | -16.2% |
| 30D | -34.7% | +3.5% | -38.2% | -37.5% |
| 3M | -46.1% | -8.9% | -37.2% | -42.0% |
| 6M | -64.9% | +2.9% | -67.7% | -67.2% |
| YTD | -36.6% | +2.8% | -39.4% | -40.6% |
| 1Y | -50.0% | +2.7% | -52.6% | -52.8% |
| 3Y | +190.1% | +69.3% | +120.8% | +47.1% |
| All | +220.6% | +61.8% | +158.8% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling