+192.2%
APLD vs RL
+292.5%
-100.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.3% | -7.3% | -9.1% |
| 7D | -27.0% | -4.7% | -22.3% | -24.2% |
| 30D | -44.1% | +3.6% | -47.6% | -45.6% |
| 3M | -52.6% | +0.5% | -53.1% | -53.2% |
| 6M | -64.5% | +6.6% | -71.1% | -66.4% |
| YTD | -42.2% | +8.8% | -51.0% | -46.4% |
| 1Y | -57.2% | +21.8% | -78.9% | -63.7% |
| 3Y | +159.5% | +245.8% | -86.3% | -4.9% |
| All | +192.2% | +292.5% | -100.3% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling