+373.4%
APLD vs RMD
+51.0%
+322.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +4.1% | -5.0% | +9.0% | +5.6% |
| 30D | -11.7% | +2.2% | -13.9% | -12.4% |
| 3M | -40.3% | +17.8% | -58.1% | -43.9% |
| 6M | -8.0% | -11.3% | +3.4% | -3.9% |
| YTD | +7.5% | -4.4% | +12.0% | +8.7% |
| 1Y | +84.0% | -15.7% | +99.7% | +94.1% |
| All | +373.4% | +51.0% | +322.4% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling