+190.1%
APLD vs RRC
+36.3%
+153.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.9% | +12.7% | +10.5% |
| 7D | -12.7% | -10.8% | -1.9% | -10.1% |
| 30D | -34.7% | +22.3% | -57.0% | -38.4% |
| 3M | -46.1% | +26.6% | -72.7% | -50.1% |
| 6M | -64.9% | +18.9% | -83.8% | -67.0% |
| YTD | -36.6% | +39.2% | -75.8% | -47.1% |
| 1Y | -50.0% | +34.0% | -83.9% | -57.5% |
| 3Y | +190.1% | +42.0% | +148.1% | +124.2% |
| All | +190.1% | +36.3% | +153.8% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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