+459.6%
APLD vs RPRX
+61.0%
+398.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +9.0% | -4.0% | +12.9% | +10.8% |
| 30D | -6.6% | +4.9% | -11.5% | -9.2% |
| 3M | -35.2% | +9.4% | -44.6% | -38.7% |
| 6M | +0.4% | +33.3% | -32.9% | -14.4% |
| YTD | +10.7% | +59.0% | -48.3% | -13.9% |
| 1Y | +78.6% | +69.2% | +9.3% | +33.2% |
| 3Y | +423.9% | +124.1% | +299.8% | +225.6% |
| All | +459.6% | +61.0% | +398.6% | +405.1% |
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