+443.7%
APLD vs ROK
+78.2%
+365.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.5% |
| 7D | +4.1% | +0.7% | +3.4% | +3.4% |
| 30D | -11.7% | -3.3% | -8.4% | -8.6% |
| 3M | -40.3% | -5.9% | -34.4% | -36.9% |
| 6M | -8.0% | +13.9% | -21.8% | -17.6% |
| YTD | +7.5% | +12.6% | -5.0% | -3.3% |
| 1Y | +84.0% | +28.6% | +55.4% | +46.0% |
| 3Y | +356.2% | +45.1% | +311.1% | +222.5% |
| All | +443.7% | +78.2% | +365.5% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling