+483.7%
APLD vs RMD
-2.5%
+486.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.2% | +10.6% | +8.7% |
| 7D | +16.6% | -4.5% | +21.0% | +18.6% |
| 30D | -3.1% | +4.6% | -7.7% | -5.2% |
| 3M | -30.9% | +14.8% | -45.6% | -36.1% |
| 6M | +12.6% | -12.1% | +24.7% | +18.2% |
| YTD | +15.5% | -7.5% | +22.9% | +17.3% |
| 1Y | +103.5% | -20.1% | +123.6% | +121.0% |
| 3Y | +446.5% | +53.9% | +392.6% | +273.9% |
| All | +483.7% | -2.5% | +486.2% | +365.8% |
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