+103.5%
APLD vs DBX
+13.3%
+90.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +6.3% |
| 7D | +16.6% | -1.3% | +17.9% | +16.0% |
| 30D | -3.1% | -2.9% | -0.2% | -3.8% |
| 3M | -30.9% | +23.8% | -54.7% | -25.0% |
| 6M | +12.6% | +26.2% | -13.6% | +24.7% |
| YTD | +15.5% | +21.6% | -6.2% | +28.0% |
| 1Y | +103.5% | +11.4% | +92.1% | +135.4% |
| All | +103.5% | +13.3% | +90.2% | +135.4% |
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 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