+229.3%
APLD vs RSG
+99.9%
+129.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +2.5% | +0.2% | +2.6% |
| 30D | -21.4% | +12.7% | -34.1% | -22.6% |
| 3M | -47.8% | +17.9% | -65.8% | -49.2% |
| 6M | -64.9% | +25.0% | -89.9% | -67.3% |
| YTD | -34.9% | +20.8% | -55.7% | -39.1% |
| 1Y | -30.7% | +24.3% | -55.0% | -37.0% |
| 3Y | +305.3% | +65.3% | +240.1% | +172.7% |
| All | +229.3% | +99.9% | +129.4% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling