+243.9%
APLD vs RVTY
+0.2%
+243.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -6.3% | -2.7% | -3.7% | -4.1% |
| 30D | -29.6% | +3.2% | -32.8% | -30.1% |
| 3M | -42.6% | +37.2% | -79.8% | -53.0% |
| 6M | -59.6% | +57.7% | -117.3% | -70.4% |
| YTD | -32.0% | +64.8% | -96.8% | -52.3% |
| 1Y | -46.9% | +72.8% | -119.8% | -64.4% |
| 3Y | +255.7% | +89.8% | +165.9% | +100.0% |
| All | +243.9% | +0.2% | +243.7% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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