+244.7%
APLD vs ROK
+59.9%
+184.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +4.0% |
| 7D | +3.1% | -11.5% | +14.6% | +16.7% |
| 30D | -29.4% | -10.0% | -19.4% | -21.1% |
| 3M | -42.8% | -11.4% | -31.3% | -34.9% |
| 6M | -59.5% | -13.7% | -45.8% | -52.8% |
| YTD | -31.8% | +1.0% | -32.9% | -31.3% |
| 1Y | -46.0% | +5.6% | -51.7% | -47.4% |
| 3Y | +252.0% | +59.1% | +192.9% | +127.2% |
| All | +244.7% | +59.9% | +184.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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