+220.6%
APLD vs RMD
+3.8%
+216.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.7% | +11.4% | +10.4% |
| 7D | -12.7% | +2.3% | -15.0% | -13.8% |
| 30D | -34.7% | +4.1% | -38.8% | -36.0% |
| 3M | -46.1% | +5.7% | -51.8% | -47.9% |
| 6M | -64.9% | +12.9% | -77.7% | -67.5% |
| YTD | -36.6% | -1.5% | -35.1% | -37.6% |
| 1Y | -50.0% | -4.8% | -45.2% | -50.2% |
| 3Y | +190.1% | +57.5% | +132.6% | +97.8% |
| All | +220.6% | +3.8% | +216.8% | +147.6% |
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