+52.3%
RSP vs APLD
+255.7%
-203.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.5% | -5.3% | +2.0% |
| 7D | +0.4% | +3.1% | -2.6% | +0.3% |
| 30D | +3.7% | -29.4% | +33.1% | +4.7% |
| 3M | +0.8% | -42.8% | +43.5% | +2.3% |
| 6M | +9.1% | -59.5% | +68.6% | +11.6% |
| YTD | +16.7% | -31.8% | +48.5% | +16.5% |
| 1Y | +19.7% | -46.0% | +65.7% | +20.1% |
| 3Y | +66.7% | +252.0% | -185.3% | +48.7% |
| All | +52.3% | +255.7% | -203.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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