+443.7%
APLD vs DBX
+54.5%
+389.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.6% |
| 7D | +4.1% | -2.4% | +6.5% | +5.0% |
| 30D | -11.7% | -0.5% | -11.2% | -11.8% |
| 3M | -40.3% | +28.1% | -68.3% | -46.7% |
| 6M | -8.0% | +33.1% | -41.0% | -21.7% |
| YTD | +7.5% | +25.3% | -17.7% | -5.9% |
| 1Y | +84.0% | +18.3% | +65.7% | +64.5% |
| 3Y | +356.2% | +25.0% | +331.2% | +261.9% |
| All | +443.7% | +54.5% | +389.2% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling