+220.6%
APLD vs DAR
-32.4%
+253.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +10.2% |
| 7D | -12.7% | -9.9% | -2.8% | -8.4% |
| 30D | -34.7% | -16.4% | -18.3% | -29.4% |
| 3M | -46.1% | -17.1% | -29.1% | -42.1% |
| 6M | -64.9% | -20.5% | -44.4% | -61.7% |
| YTD | -36.6% | +39.4% | -76.0% | -47.2% |
| 1Y | -50.0% | +57.2% | -107.2% | -60.9% |
| 3Y | +190.1% | +13.9% | +176.3% | +151.9% |
| All | +220.6% | -32.4% | +253.0% | +353.9% |
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