+483.7%
APLD vs ROST
+134.8%
+348.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +16.6% | +0.2% | +16.3% | +16.4% |
| 30D | -3.1% | -10.0% | +6.9% | +1.9% |
| 3M | -30.9% | +1.2% | -32.1% | -32.1% |
| 6M | +12.6% | +8.9% | +3.7% | +5.6% |
| YTD | +15.5% | +28.1% | -12.6% | -0.3% |
| 1Y | +103.5% | +53.0% | +50.6% | +58.1% |
| 3Y | +446.5% | +97.9% | +348.7% | +286.9% |
| All | +483.7% | +134.8% | +348.9% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling