-59.8%
APLD vs RMBS
-32.4%
-27.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +3.3% |
| 7D | +7.8% | +3.0% | +4.9% | +5.7% |
| 30D | -23.0% | -15.5% | -7.4% | -13.5% |
| 3M | -39.7% | -11.5% | -28.2% | -34.5% |
| 6M | -59.8% | -36.5% | -23.3% | -50.6% |
| All | -59.8% | -32.4% | -27.5% | -50.6% |
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