+373.4%
APLD vs RL
+212.5%
+161.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +0.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.7% |
| 30D | -11.7% | -7.8% | -3.9% | -6.8% |
| 3M | -40.3% | -4.0% | -36.3% | -39.0% |
| 6M | -8.0% | -1.9% | -6.1% | -7.2% |
| YTD | +7.5% | -0.2% | +7.7% | +6.6% |
| 1Y | +84.0% | +10.7% | +73.3% | +66.8% |
| All | +373.4% | +212.5% | +161.0% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling