+249.5%
APLD vs RL
+301.7%
-52.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.5% | -4.7% |
| 7D | +19.6% | +2.4% | +17.3% | +17.4% |
| 30D | -24.5% | +4.6% | -29.0% | -27.1% |
| 3M | -45.6% | -1.1% | -44.5% | -45.5% |
| 6M | -61.4% | +16.5% | -77.9% | -65.9% |
| YTD | -30.9% | +11.4% | -42.3% | -37.0% |
| 1Y | -35.8% | +16.1% | -51.9% | -43.5% |
| 3Y | +261.4% | +252.6% | +8.8% | +30.7% |
| All | +249.5% | +301.7% | -52.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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