+269.3%
APLD vs TROW
-4.6%
+273.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.6% |
| 7D | +7.8% | -1.7% | +9.5% | +10.3% |
| 30D | -23.0% | +6.4% | -29.4% | -27.9% |
| 3M | -39.7% | -1.5% | -38.2% | -38.9% |
| 6M | -59.8% | +8.3% | -68.1% | -63.6% |
| YTD | -27.0% | +12.4% | -39.4% | -35.9% |
| 1Y | -37.3% | +12.4% | -49.7% | -45.1% |
| 3Y | +281.9% | +38.3% | +243.6% | +175.9% |
| All | +269.3% | -4.6% | +273.9% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling