+244.7%
APLD vs DAR
-29.2%
+274.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.7% | +2.9% | +5.5% |
| 7D | +3.1% | -2.8% | +5.8% | +4.6% |
| 30D | -29.4% | -12.8% | -16.6% | -25.0% |
| 3M | -42.8% | -11.6% | -31.2% | -40.2% |
| 6M | -59.5% | -16.8% | -42.7% | -56.7% |
| YTD | -31.8% | +45.9% | -77.7% | -44.4% |
| 1Y | -46.0% | +61.5% | -107.5% | -58.3% |
| 3Y | +252.0% | +23.0% | +229.0% | +192.4% |
| All | +244.7% | -29.2% | +274.0% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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