-46.5%
APLD vs ROST
+54.7%
-101.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.1% | -12.8% | -7.6% |
| 7D | -18.5% | +7.8% | -26.3% | -19.5% |
| 30D | -32.8% | +8.6% | -41.3% | -33.9% |
| 3M | -46.9% | -1.9% | -45.0% | -46.1% |
| 6M | -53.4% | +9.1% | -62.5% | -55.3% |
| YTD | -32.3% | +37.2% | -69.5% | -42.3% |
| 1Y | -46.5% | +52.7% | -99.3% | -54.5% |
| All | -46.5% | +54.7% | -101.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling