+229.3%
APLD vs ROL
+17.2%
+212.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.3% | -6.4% |
| 7D | +2.7% | +3.0% | -0.3% | +2.0% |
| 30D | -21.4% | +19.8% | -41.2% | -25.3% |
| 3M | -47.8% | +7.9% | -55.7% | -49.1% |
| 6M | -64.9% | -25.6% | -39.2% | -61.1% |
| YTD | -34.9% | -34.1% | -0.7% | -24.9% |
| 1Y | -30.7% | -31.4% | +0.6% | -22.2% |
| 3Y | +305.3% | +4.7% | +300.7% | +230.6% |
| All | +229.3% | +17.2% | +212.0% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling