+431.5%
APLD vs RSG
+74.1%
+357.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.1% |
| 30D | -13.2% | +2.8% | -16.0% | -13.8% |
| 3M | -33.8% | +4.3% | -38.1% | -35.4% |
| 6M | -5.9% | -0.5% | -5.4% | -6.7% |
| YTD | +5.1% | +5.2% | -0.1% | +0.3% |
| 1Y | +51.8% | -2.1% | +54.0% | +50.6% |
| 3Y | +397.7% | +56.5% | +341.2% | +212.1% |
| All | +431.5% | +74.1% | +357.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RSG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling