+192.2%
APLD vs RY
+121.4%
+70.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.8% | -9.5% |
| 7D | -27.0% | -1.1% | -25.9% | -25.5% |
| 30D | -44.1% | +4.4% | -48.5% | -48.4% |
| 3M | -52.6% | -2.9% | -49.6% | -49.9% |
| 6M | -64.5% | +15.6% | -80.0% | -72.8% |
| YTD | -42.2% | +21.8% | -64.0% | -59.2% |
| 1Y | -57.2% | +42.6% | -99.8% | -77.2% |
| 3Y | +159.5% | +160.9% | -1.4% | -54.7% |
| All | +192.2% | +121.4% | +70.7% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling