+483.7%
APLD vs RKT
+53.9%
+429.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +8.2% |
| 7D | +16.6% | +6.0% | +10.6% | +13.3% |
| 30D | -3.1% | +0.7% | -3.8% | -3.7% |
| 3M | -30.9% | +11.8% | -42.7% | -35.7% |
| 6M | +12.6% | -7.6% | +20.2% | +14.3% |
| YTD | +15.5% | -28.7% | +44.1% | +32.2% |
| 1Y | +103.5% | -32.6% | +136.1% | +136.2% |
| 3Y | +446.5% | +42.1% | +404.4% | +265.3% |
| All | +483.7% | +53.9% | +429.8% | +221.4% |
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