+220.6%
APLD vs ROL
+13.8%
+206.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.8% | +10.2% |
| 7D | -12.7% | +9.5% | -22.2% | -14.8% |
| 30D | -34.7% | +22.9% | -57.6% | -38.6% |
| 3M | -46.1% | +3.5% | -49.7% | -46.8% |
| 6M | -64.9% | -29.4% | -35.5% | -60.4% |
| YTD | -36.6% | -36.1% | -0.5% | -26.3% |
| 1Y | -50.0% | -34.4% | -15.6% | -42.9% |
| 3Y | +190.1% | +4.0% | +186.1% | +133.7% |
| All | +220.6% | +13.8% | +206.8% | +101.7% |
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