+244.7%
APLD vs RMD
+4.0%
+240.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +3.1% | +1.2% | +1.9% | +2.3% |
| 30D | -29.4% | +2.5% | -31.9% | -30.4% |
| 3M | -42.8% | +11.5% | -54.3% | -45.9% |
| 6M | -59.5% | +14.7% | -74.2% | -62.9% |
| YTD | -31.8% | -1.3% | -30.5% | -33.0% |
| 1Y | -46.0% | -5.3% | -40.8% | -46.1% |
| 3Y | +252.0% | +68.8% | +183.2% | +128.5% |
| All | +244.7% | +4.0% | +240.7% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling