+244.7%
APLD vs RL
+309.7%
-64.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.7% | +3.1% |
| 7D | +3.1% | +0.2% | +2.8% | +3.0% |
| 30D | -29.4% | +7.3% | -36.7% | -33.2% |
| 3M | -42.8% | +1.0% | -43.8% | -43.6% |
| 6M | -59.5% | +11.8% | -71.2% | -63.1% |
| YTD | -31.8% | +13.6% | -45.4% | -38.7% |
| 1Y | -46.0% | +24.0% | -70.1% | -54.9% |
| 3Y | +252.0% | +256.6% | -4.6% | +26.3% |
| All | +244.7% | +309.7% | -64.9% | -10.4% |
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