+229.3%
APLD vs RPRX
+84.8%
+144.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.1% |
| 7D | +2.7% | +3.3% | -0.6% | +1.4% |
| 30D | -21.4% | +17.9% | -39.3% | -27.2% |
| 3M | -47.8% | +19.2% | -67.1% | -52.3% |
| 6M | -64.9% | +31.7% | -96.6% | -69.8% |
| YTD | -34.9% | +82.5% | -117.3% | -52.5% |
| 1Y | -30.7% | +78.4% | -109.2% | -49.0% |
| 3Y | +305.3% | +177.0% | +128.4% | +120.6% |
| All | +229.3% | +84.8% | +144.5% | +178.4% |
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