-46.5%
APLD vs TROW
+17.3%
-63.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.7% | -11.7% |
| 7D | -18.5% | +8.2% | -26.8% | -24.6% |
| 30D | -32.8% | +8.3% | -41.1% | -37.7% |
| 3M | -46.9% | -1.6% | -45.3% | -46.0% |
| 6M | -53.4% | +11.9% | -65.3% | -59.7% |
| YTD | -32.3% | +14.3% | -46.6% | -47.0% |
| 1Y | -46.5% | +17.0% | -63.5% | -58.9% |
| All | -46.5% | +17.3% | -63.8% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling