+192.2%
APLD vs DAL
+120.5%
+71.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.3% | -10.3% | -10.8% |
| 7D | -27.0% | +4.6% | -31.6% | -30.4% |
| 30D | -44.1% | +2.3% | -46.4% | -45.6% |
| 3M | -52.6% | -8.1% | -44.5% | -49.2% |
| 6M | -64.5% | +21.4% | -85.9% | -70.4% |
| YTD | -42.2% | +24.3% | -66.5% | -52.5% |
| 1Y | -57.2% | +47.4% | -104.6% | -69.9% |
| 3Y | +159.5% | +164.6% | -5.1% | -17.5% |
| All | +192.2% | +120.5% | +71.6% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling