+483.7%
APLD vs TROW
-6.9%
+490.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.7% |
| 7D | +16.6% | +0.4% | +16.1% | +16.1% |
| 30D | -3.1% | -4.0% | +0.9% | +1.0% |
| 3M | -30.9% | +5.0% | -35.9% | -35.2% |
| 6M | +12.6% | +24.3% | -11.7% | -11.1% |
| YTD | +15.5% | +9.8% | +5.7% | +4.1% |
| 1Y | +103.5% | +6.4% | +97.1% | +86.8% |
| 3Y | +446.5% | +15.8% | +430.7% | +375.7% |
| All | +483.7% | -6.9% | +490.6% | +429.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling