+403.2%
APLD vs DBX
+26.9%
+376.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.0% |
| 7D | +4.1% | -2.4% | +6.5% | +4.3% |
| 30D | -11.7% | -0.5% | -11.2% | -11.7% |
| 3M | -40.3% | +28.1% | -68.3% | -42.3% |
| 6M | -8.0% | +33.1% | -41.0% | -12.8% |
| YTD | +7.5% | +25.3% | -17.7% | +3.6% |
| 1Y | +84.0% | +18.3% | +65.7% | +79.9% |
| All | +403.2% | +26.9% | +376.4% | +398.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling