+244.7%
APLD vs RPRX
+82.7%
+162.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +6.6% |
| 7D | +3.1% | +3.4% | -0.3% | +1.6% |
| 30D | -29.4% | +20.8% | -50.2% | -35.5% |
| 3M | -42.8% | +21.6% | -64.4% | -48.2% |
| 6M | -59.5% | +36.5% | -96.0% | -65.8% |
| YTD | -31.8% | +80.4% | -112.2% | -50.1% |
| 1Y | -46.0% | +81.8% | -127.8% | -60.8% |
| 3Y | +252.0% | +170.9% | +81.1% | +94.4% |
| All | +244.7% | +82.7% | +162.0% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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