+305.3%
APLD vs ROST
+94.3%
+211.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.4% | -4.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.8% |
| 30D | -21.4% | +0.5% | -21.9% | -21.8% |
| 3M | -47.8% | -5.2% | -42.6% | -46.4% |
| 6M | -64.9% | +9.8% | -74.7% | -68.6% |
| YTD | -34.9% | +29.4% | -64.3% | -48.6% |
| 1Y | -30.7% | +44.4% | -75.1% | -50.5% |
| 3Y | +305.3% | +95.0% | +210.3% | +169.3% |
| All | +305.3% | +94.3% | +211.0% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling