+269.3%
APLD vs ROIV
+941.0%
-671.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.7% |
| 7D | +7.8% | +9.5% | -1.6% | +4.1% |
| 30D | -23.0% | +21.0% | -44.0% | -28.8% |
| 3M | -39.7% | +18.7% | -58.4% | -44.1% |
| 6M | -59.8% | +44.5% | -104.3% | -65.9% |
| YTD | -27.0% | +92.9% | -119.8% | -44.3% |
| 1Y | -37.3% | +100.2% | -137.6% | -52.9% |
| 3Y | +281.9% | +375.0% | -93.2% | +117.4% |
| All | +269.3% | +941.0% | -671.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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