+190.1%
APLD vs RY
+155.6%
+34.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.3% | +11.0% | +11.9% |
| 7D | -12.7% | -0.9% | -11.8% | -11.7% |
| 30D | -34.7% | +5.9% | -40.6% | -41.1% |
| 3M | -46.1% | -4.3% | -41.9% | -41.9% |
| 6M | -64.9% | +12.1% | -77.0% | -71.4% |
| YTD | -36.6% | +20.3% | -56.8% | -53.7% |
| 1Y | -50.0% | +41.0% | -91.0% | -71.7% |
| 3Y | +190.1% | +157.5% | +32.6% | -33.6% |
| All | +190.1% | +155.6% | +34.5% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling