+190.1%
APLD vs DAR
+11.9%
+178.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +10.0% |
| 7D | -12.7% | -9.9% | -2.8% | -10.3% |
| 30D | -34.7% | -16.4% | -18.3% | -31.8% |
| 3M | -46.1% | -17.1% | -29.1% | -43.8% |
| 6M | -64.9% | -20.5% | -44.4% | -63.0% |
| YTD | -36.6% | +39.4% | -76.0% | -42.8% |
| 1Y | -50.0% | +57.2% | -107.2% | -56.4% |
| 3Y | +190.1% | +13.9% | +176.3% | +182.5% |
| All | +190.1% | +11.9% | +178.3% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling