+190.1%
APLD vs ROL
+3.8%
+186.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.8% | +9.5% |
| 7D | -12.7% | +9.5% | -22.2% | -11.9% |
| 30D | -34.7% | +22.9% | -57.6% | -33.5% |
| 3M | -46.1% | +3.5% | -49.7% | -45.4% |
| 6M | -64.9% | -29.4% | -35.5% | -63.7% |
| YTD | -36.6% | -36.1% | -0.5% | -34.2% |
| 1Y | -50.0% | -34.4% | -15.6% | -48.5% |
| 3Y | +190.1% | +4.0% | +186.1% | +118.4% |
| All | +190.1% | +3.8% | +186.3% | +118.4% |
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