+190.1%
APLD vs ROIV
+314.9%
-124.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.2% | +3.6% | +4.6% |
| 7D | -12.7% | +5.3% | -18.1% | -16.2% |
| 30D | -34.7% | +11.9% | -46.6% | -40.2% |
| 3M | -46.1% | +10.7% | -56.8% | -51.2% |
| 6M | -64.9% | +34.9% | -99.8% | -73.6% |
| YTD | -36.6% | +79.2% | -115.8% | -62.6% |
| 1Y | -50.0% | +89.0% | -139.0% | -71.9% |
| 3Y | +190.1% | +337.3% | -147.2% | -11.3% |
| All | +190.1% | +314.9% | -124.8% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling