+190.1%
APLD vs DAL
+168.1%
+22.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.6% | +8.1% |
| 7D | -12.7% | +8.8% | -21.5% | -18.5% |
| 30D | -34.7% | +5.4% | -40.1% | -37.4% |
| 3M | -46.1% | -4.9% | -41.2% | -44.3% |
| 6M | -64.9% | +19.8% | -84.7% | -69.3% |
| YTD | -36.6% | +27.0% | -63.6% | -46.4% |
| 1Y | -50.0% | +52.5% | -102.4% | -62.7% |
| 3Y | +190.1% | +173.8% | +16.3% | +4.7% |
| All | +190.1% | +168.1% | +22.0% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling