+459.6%
APLD vs RSG
+75.2%
+384.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +9.0% | 0.0% | +9.0% | +8.9% |
| 30D | -6.6% | +3.7% | -10.3% | -7.5% |
| 3M | -35.2% | +6.2% | -41.4% | -37.2% |
| 6M | +0.4% | -2.8% | +3.2% | +1.2% |
| YTD | +10.7% | +5.9% | +4.8% | +5.4% |
| 1Y | +78.6% | -1.8% | +80.3% | +77.2% |
| 3Y | +423.9% | +57.5% | +366.4% | +228.1% |
| All | +459.6% | +75.2% | +384.4% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling