+323.4%
APLD vs ROP
-6.2%
+329.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.1% |
| 7D | -6.3% | +0.2% | -6.5% | -6.2% |
| 30D | -29.6% | +30.3% | -59.9% | -25.3% |
| 3M | -42.6% | +17.8% | -60.4% | -39.9% |
| 6M | -59.6% | +38.9% | -98.5% | -57.5% |
| YTD | -32.0% | +7.6% | -39.6% | -22.6% |
| 1Y | -46.9% | +6.5% | -53.4% | -39.4% |
| All | +323.4% | -6.2% | +329.5% | +435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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