+244.7%
APLD vs ROL
+16.2%
+228.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +7.0% |
| 7D | +3.1% | +7.5% | -4.4% | +1.2% |
| 30D | -29.4% | +21.1% | -50.5% | -33.2% |
| 3M | -42.8% | +3.1% | -45.9% | -43.3% |
| 6M | -59.5% | -27.4% | -32.0% | -54.7% |
| YTD | -31.8% | -34.7% | +2.9% | -21.2% |
| 1Y | -46.0% | -32.9% | -13.1% | -38.7% |
| 3Y | +252.0% | +6.1% | +245.9% | +182.3% |
| All | +244.7% | +16.2% | +228.5% | +115.9% |
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