+459.6%
APLD vs RNG
-34.2%
+493.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | +9.0% | -4.1% | +13.0% | +10.2% |
| 30D | -6.6% | +8.6% | -15.2% | -9.6% |
| 3M | -35.2% | +78.0% | -113.2% | -49.0% |
| 6M | +0.4% | +67.0% | -66.6% | -22.0% |
| YTD | +10.7% | +142.4% | -131.7% | -31.7% |
| 1Y | +78.6% | +120.4% | -41.9% | +14.3% |
| 3Y | +423.9% | +122.1% | +301.8% | +219.8% |
| All | +459.6% | -34.2% | +493.8% | +481.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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