+84.0%
APLD vs ROST
+54.0%
+30.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +4.1% | +0.9% | +3.1% | +3.9% |
| 30D | -11.7% | -8.9% | -2.8% | -10.0% |
| 3M | -40.3% | -0.8% | -39.4% | -40.4% |
| 6M | -8.0% | +8.5% | -16.4% | -12.4% |
| YTD | +7.5% | +28.6% | -21.0% | +4.0% |
| 1Y | +84.0% | +52.3% | +31.7% | +103.0% |
| All | +84.0% | +54.0% | +30.0% | +103.0% |
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