-8.0%
APLD vs RMBS
-5.9%
-2.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +0.9% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | -11.7% | -12.2% | +0.5% | -3.8% |
| 3M | -40.3% | -49.5% | +9.3% | -10.9% |
| 6M | -8.0% | -7.1% | -0.8% | -32.9% |
| All | -8.0% | -5.9% | -2.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 6mo: compounded portfolio wealth divided by compounded RMBS 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…
6mo analysis · Full analysis span regression · 6 months rolling