+249.5%
APLD vs D
-5.2%
+254.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | +19.6% | -3.1% | +22.7% | +20.0% |
| 30D | -24.5% | +8.4% | -32.8% | -25.7% |
| 3M | -45.6% | +0.2% | -45.8% | -45.6% |
| 6M | -61.4% | +9.5% | -70.9% | -62.3% |
| YTD | -30.9% | +18.8% | -49.7% | -34.0% |
| 1Y | -35.8% | +14.7% | -50.5% | -38.3% |
| 3Y | +261.4% | +72.9% | +188.5% | +191.6% |
| All | +249.5% | -5.2% | +254.7% | +513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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