+330.2%
APLD vs RRX
+68.3%
+261.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.5% |
| 7D | +19.6% | +12.6% | +7.0% | +9.9% |
| 30D | -24.5% | +10.6% | -35.0% | -28.7% |
| 3M | -45.6% | +4.6% | -50.2% | -46.7% |
| 6M | -61.4% | -13.6% | -47.8% | -57.1% |
| YTD | -30.9% | +29.4% | -60.3% | -41.9% |
| 1Y | -35.8% | +31.9% | -67.7% | -46.9% |
| All | +330.2% | +68.3% | +261.9% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling