+443.7%
APLD vs RRC
+34.5%
+409.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.2% |
| 7D | +4.1% | +1.3% | +2.8% | +3.4% |
| 30D | -11.7% | +10.1% | -21.8% | -15.7% |
| 3M | -40.3% | +4.0% | -44.3% | -42.0% |
| 6M | -8.0% | +1.6% | -9.5% | -11.3% |
| YTD | +7.5% | +19.7% | -12.2% | -6.5% |
| 1Y | +84.0% | +21.4% | +62.6% | +56.1% |
| 3Y | +356.2% | +29.7% | +326.6% | +274.1% |
| All | +443.7% | +34.5% | +409.2% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling