+269.3%
APLD vs DAL
+135.9%
+133.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +8.2% |
| 7D | +7.8% | +2.3% | +5.5% | +6.3% |
| 30D | -23.0% | +14.3% | -37.3% | -32.0% |
| 3M | -39.7% | +1.3% | -41.0% | -40.7% |
| 6M | -59.8% | +29.3% | -89.1% | -68.3% |
| YTD | -27.0% | +33.0% | -59.9% | -43.4% |
| 1Y | -37.3% | +59.8% | -97.2% | -59.0% |
| 3Y | +281.9% | +177.2% | +104.7% | +18.0% |
| All | +269.3% | +135.9% | +133.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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