+269.3%
APLD vs ROL
+16.0%
+253.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +7.8% | +0.8% | +7.1% | +7.6% |
| 30D | -23.0% | +20.6% | -43.5% | -27.0% |
| 3M | -39.7% | +4.5% | -44.2% | -40.5% |
| 6M | -59.8% | -26.5% | -33.3% | -55.4% |
| YTD | -27.0% | -34.8% | +7.9% | -15.5% |
| 1Y | -37.3% | -33.2% | -4.1% | -28.7% |
| 3Y | +281.9% | +4.5% | +277.4% | +209.9% |
| All | +269.3% | +16.0% | +253.3% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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