+459.6%
APLD vs DBX
+53.5%
+406.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -4.9% |
| 7D | +9.0% | +0.3% | +8.7% | +8.7% |
| 30D | -6.6% | 0.0% | -6.6% | -7.0% |
| 3M | -35.2% | +26.1% | -61.3% | -42.0% |
| 6M | +0.4% | +29.4% | -28.9% | -13.4% |
| YTD | +10.7% | +24.4% | -13.7% | -3.1% |
| 1Y | +78.6% | +10.9% | +67.7% | +65.5% |
| 3Y | +423.9% | +24.1% | +399.9% | +316.6% |
| All | +459.6% | +53.5% | +406.1% | +255.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling