-52.6%
APLD vs ROL
+3.0%
-55.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.0% | -15.7% | -13.9% |
| 7D | -27.0% | +11.7% | -38.7% | -20.4% |
| 30D | -44.1% | +27.7% | -71.8% | -32.7% |
| 3M | -52.6% | +3.7% | -56.2% | -55.3% |
| All | -52.6% | +3.0% | -55.6% | -55.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling