+229.3%
APLD vs TROW
-6.1%
+235.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.4% | -6.4% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -21.4% | +9.3% | -30.8% | -28.6% |
| 3M | -47.8% | -0.9% | -46.9% | -47.4% |
| 6M | -64.9% | +8.3% | -73.2% | -68.3% |
| YTD | -34.9% | +10.6% | -45.5% | -41.9% |
| 1Y | -30.7% | +10.5% | -41.3% | -38.3% |
| 3Y | +305.3% | +36.5% | +268.8% | +196.6% |
| All | +229.3% | -6.1% | +235.4% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling