+243.9%
APLD vs DD
+99.5%
+144.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -1.5% |
| 7D | -6.3% | +2.2% | -8.6% | -7.9% |
| 30D | -29.6% | +20.7% | -50.2% | -42.2% |
| 3M | -42.6% | +11.3% | -53.9% | -48.5% |
| 6M | -59.6% | +6.0% | -65.5% | -61.7% |
| YTD | -32.0% | +31.7% | -63.7% | -48.8% |
| 1Y | -46.9% | +32.2% | -79.2% | -60.1% |
| 3Y | +255.7% | +92.7% | +163.0% | +71.3% |
| All | +243.9% | +99.5% | +144.4% | +51.7% |
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