+269.3%
APLD vs RKT
+61.0%
+208.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +7.8% | -3.8% | +11.6% | +9.8% |
| 30D | -23.0% | +32.8% | -55.8% | -33.5% |
| 3M | -39.7% | +0.8% | -40.5% | -41.1% |
| 6M | -59.8% | -2.6% | -57.2% | -60.7% |
| YTD | -27.0% | -25.4% | -1.5% | -19.6% |
| 1Y | -37.3% | -19.1% | -18.2% | -33.2% |
| 3Y | +281.9% | +83.2% | +198.7% | +117.7% |
| All | +269.3% | +61.0% | +208.3% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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