+373.4%
APLD vs ROL
-4.8%
+378.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +4.1% | -1.4% | +5.5% | +4.1% |
| 30D | -11.7% | -4.1% | -7.6% | -11.6% |
| 3M | -40.3% | -22.5% | -17.8% | -39.5% |
| 6M | -8.0% | -37.7% | +29.7% | -4.2% |
| YTD | +7.5% | -39.6% | +47.1% | +11.8% |
| 1Y | +84.0% | -36.0% | +120.0% | +87.3% |
| All | +373.4% | -4.8% | +378.2% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling