+403.2%
APLD vs RPRX
+137.9%
+265.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | +5.1% | -1.0% | +2.2% |
| 30D | -11.7% | +11.2% | -22.9% | -15.0% |
| 3M | -40.3% | +16.7% | -57.0% | -43.8% |
| 6M | -8.0% | +36.0% | -44.0% | -18.5% |
| YTD | +7.5% | +67.8% | -60.3% | -11.2% |
| 1Y | +84.0% | +76.7% | +7.3% | +48.5% |
| All | +403.2% | +137.9% | +265.4% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling