+192.2%
APLD vs ROL
+16.3%
+175.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.0% | -15.7% | -14.9% |
| 7D | -27.0% | +11.7% | -38.7% | -29.1% |
| 30D | -44.1% | +27.7% | -71.8% | -47.9% |
| 3M | -52.6% | +3.7% | -56.2% | -53.1% |
| 6M | -64.5% | -27.8% | -36.7% | -60.2% |
| YTD | -42.2% | -34.7% | -7.5% | -33.2% |
| 1Y | -57.2% | -34.1% | -23.1% | -50.9% |
| 3Y | +159.5% | +5.9% | +153.6% | +108.7% |
| All | +192.2% | +16.3% | +175.9% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling