+305.3%
APLD vs ROK
+63.3%
+242.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.4% |
| 7D | +2.7% | +7.1% | -4.4% | -3.7% |
| 30D | -21.4% | -5.0% | -16.5% | -16.8% |
| 3M | -47.8% | -9.4% | -38.5% | -42.0% |
| 6M | -64.9% | -11.0% | -53.9% | -60.3% |
| YTD | -34.9% | +4.4% | -39.3% | -36.2% |
| 1Y | -30.7% | +7.4% | -38.2% | -33.4% |
| 3Y | +305.3% | +61.0% | +244.4% | +189.6% |
| All | +305.3% | +63.3% | +242.0% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling