+192.2%
APLD vs DAR
-31.7%
+223.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.1% | -11.6% | -13.3% |
| 7D | -27.0% | -8.1% | -18.9% | -24.0% |
| 30D | -44.1% | -17.1% | -27.0% | -39.3% |
| 3M | -52.6% | -12.3% | -40.3% | -50.3% |
| 6M | -64.5% | -21.8% | -42.7% | -61.0% |
| YTD | -42.2% | +40.8% | -83.0% | -52.1% |
| 1Y | -57.2% | +57.4% | -114.5% | -66.5% |
| 3Y | +159.5% | +12.1% | +147.4% | +128.8% |
| All | +192.2% | -31.7% | +223.8% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling