+269.3%
APLD vs RMD
+5.2%
+264.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.7% |
| 7D | +7.8% | -0.8% | +8.6% | +8.2% |
| 30D | -23.0% | +1.7% | -24.6% | -23.7% |
| 3M | -39.7% | +6.4% | -46.1% | -41.7% |
| 6M | -59.8% | +20.7% | -80.5% | -64.0% |
| YTD | -27.0% | -0.2% | -26.8% | -28.5% |
| 1Y | -37.3% | -4.5% | -32.8% | -37.5% |
| 3Y | +281.9% | +70.5% | +211.3% | +147.1% |
| All | +269.3% | +5.2% | +264.0% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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