+164.4%
APLD vs ROIV
+290.8%
-126.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.2% | -10.5% | -11.2% |
| 7D | -27.0% | -2.4% | -24.6% | -25.4% |
| 30D | -44.1% | +3.1% | -47.1% | -45.3% |
| 3M | -52.6% | +5.8% | -58.4% | -55.5% |
| 6M | -64.5% | +29.3% | -93.8% | -72.4% |
| YTD | -42.2% | +68.8% | -111.0% | -64.2% |
| 1Y | -57.2% | +81.0% | -138.2% | -75.2% |
| All | +164.4% | +290.8% | -126.5% | -15.2% |
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