+53.4%
RSP vs APLD
+281.1%
-227.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.4% | -6.6% | +0.6% |
| 7D | -0.3% | +7.8% | -8.1% | -0.6% |
| 30D | +4.4% | -23.0% | +27.4% | +5.1% |
| 3M | +1.3% | -39.7% | +40.9% | +2.6% |
| 6M | +10.0% | -59.8% | +69.8% | +12.5% |
| YTD | +17.6% | -27.0% | +44.6% | +17.1% |
| 1Y | +19.2% | -37.3% | +56.5% | +19.0% |
| 3Y | +66.0% | +281.9% | -215.8% | +47.7% |
| All | +53.4% | +281.1% | -227.6% | +29.2% |
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