+220.6%
APLD vs ROST
+136.6%
+84.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +10.6% |
| 7D | -12.7% | +1.2% | -13.9% | -13.3% |
| 30D | -34.7% | +2.5% | -37.2% | -35.8% |
| 3M | -46.1% | -9.0% | -37.2% | -44.0% |
| 6M | -64.9% | +1.3% | -66.2% | -66.1% |
| YTD | -36.6% | +29.1% | -65.6% | -45.8% |
| 1Y | -50.0% | +45.4% | -95.4% | -60.1% |
| 3Y | +190.1% | +94.9% | +95.3% | +105.0% |
| All | +220.6% | +136.6% | +84.0% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling