+229.3%
APLD vs DE
+69.3%
+160.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | -21.4% | +3.6% | -25.0% | -23.2% |
| 3M | -47.8% | +10.2% | -58.1% | -52.0% |
| 6M | -64.9% | +16.6% | -81.5% | -69.4% |
| YTD | -34.9% | +45.8% | -80.7% | -53.5% |
| 1Y | -30.7% | +43.9% | -74.6% | -50.8% |
| 3Y | +305.3% | +89.6% | +215.7% | +126.2% |
| All | +229.3% | +69.3% | +160.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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