+249.5%
APLD vs DD
+96.7%
+152.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.7% |
| 7D | +19.6% | +6.7% | +12.9% | +11.5% |
| 30D | -24.5% | +19.4% | -43.9% | -37.3% |
| 3M | -45.6% | +7.6% | -53.2% | -49.4% |
| 6M | -61.4% | +2.9% | -64.3% | -62.3% |
| YTD | -30.9% | +29.9% | -60.7% | -47.2% |
| 1Y | -35.8% | +28.6% | -64.5% | -50.3% |
| 3Y | +261.4% | +90.0% | +171.4% | +76.7% |
| All | +249.5% | +96.7% | +152.8% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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