+269.3%
APLD vs DAR
-27.0%
+296.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.1% | +2.3% | +5.1% |
| 7D | +7.8% | +3.6% | +4.2% | +6.4% |
| 30D | -23.0% | -11.3% | -11.7% | -18.8% |
| 3M | -39.7% | -13.1% | -26.6% | -36.3% |
| 6M | -59.8% | -15.1% | -44.7% | -57.4% |
| YTD | -27.0% | +50.5% | -77.5% | -41.2% |
| 1Y | -37.3% | +57.9% | -95.2% | -50.8% |
| 3Y | +281.9% | +28.9% | +252.9% | +209.1% |
| All | +269.3% | -27.0% | +296.3% | +406.0% |
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