+243.9%
APLD vs RY
+120.0%
+123.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.6% | +6.1% |
| 7D | -6.3% | -0.6% | -5.8% | -5.5% |
| 30D | -29.6% | +6.1% | -35.7% | -37.1% |
| 3M | -42.6% | -3.4% | -39.2% | -39.0% |
| 6M | -59.6% | +12.8% | -72.4% | -67.8% |
| YTD | -32.0% | +21.0% | -53.0% | -51.5% |
| 1Y | -46.9% | +40.5% | -87.4% | -71.1% |
| 3Y | +255.7% | +159.9% | +95.8% | -37.6% |
| All | +243.9% | +120.0% | +123.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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