+459.6%
APLD vs RRX
+22.4%
+437.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.4% |
| 7D | +9.0% | -0.7% | +9.7% | +9.6% |
| 30D | -6.6% | -8.0% | +1.4% | -0.9% |
| 3M | -35.2% | -25.1% | -10.2% | -21.3% |
| 6M | +0.4% | -18.3% | +18.7% | +15.5% |
| YTD | +10.7% | +14.2% | -3.5% | -0.2% |
| 1Y | +78.6% | +13.0% | +65.5% | +58.7% |
| 3Y | +423.9% | +4.2% | +419.7% | +397.4% |
| All | +459.6% | +22.4% | +437.2% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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