+243.9%
APLD vs ROL
+15.9%
+228.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.3% | +3.4% | -9.7% | -7.2% |
| 30D | -29.6% | +20.8% | -50.3% | -33.3% |
| 3M | -42.6% | +3.7% | -46.3% | -43.3% |
| 6M | -59.6% | -27.7% | -31.9% | -54.8% |
| YTD | -32.0% | -34.9% | +3.0% | -21.3% |
| 1Y | -46.9% | -33.3% | -13.6% | -39.6% |
| 3Y | +255.7% | +4.3% | +251.3% | +188.7% |
| All | +243.9% | +15.9% | +228.1% | +115.5% |
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