-46.5%
APLD vs DBX
+22.5%
-69.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.3% | -10.0% | -5.5% |
| 7D | -18.5% | -1.1% | -17.4% | -18.8% |
| 30D | -32.8% | +5.0% | -37.8% | -31.4% |
| 3M | -46.9% | +4.6% | -51.5% | -45.6% |
| 6M | -53.4% | +43.9% | -97.3% | -47.9% |
| YTD | -32.3% | +29.9% | -62.1% | -22.0% |
| 1Y | -46.5% | +24.6% | -71.1% | -36.9% |
| All | -46.5% | +22.5% | -69.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling