+190.1%
APLD vs DD
+78.0%
+112.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.1% | +8.6% | +8.6% |
| 7D | -12.7% | +4.6% | -17.3% | -15.8% |
| 30D | -34.7% | +11.8% | -46.5% | -41.0% |
| 3M | -46.1% | +2.2% | -48.3% | -46.8% |
| 6M | -64.9% | -1.6% | -63.2% | -63.9% |
| YTD | -36.6% | +23.0% | -59.6% | -46.7% |
| 1Y | -50.0% | +26.9% | -76.9% | -59.0% |
| 3Y | +190.1% | +77.9% | +112.2% | +61.7% |
| All | +190.1% | +78.0% | +112.2% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling