+1.8%
RSP vs APLD
-44.2%
+46.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +1.9% |
| 7D | +2.7% | -18.5% | +21.3% | +3.1% |
| 30D | +5.8% | -32.8% | +38.5% | +6.7% |
| 3M | +1.8% | -46.9% | +48.7% | +3.0% |
| All | +1.8% | -44.2% | +46.0% | +3.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling