+244.7%
APLD vs DBX
+44.5%
+200.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.0% | +13.5% | +9.3% |
| 7D | +3.1% | -8.6% | +11.7% | +5.5% |
| 30D | -29.4% | -5.2% | -24.2% | -28.6% |
| 3M | -42.8% | -6.4% | -36.4% | -42.5% |
| 6M | -59.5% | +12.7% | -72.2% | -63.0% |
| YTD | -31.8% | +17.2% | -49.0% | -39.9% |
| 1Y | -46.0% | +5.5% | -51.6% | -49.5% |
| 3Y | +252.0% | +24.1% | +227.9% | +165.9% |
| All | +244.7% | +44.5% | +200.2% | +120.4% |
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