+243.9%
APLD vs DE
+72.8%
+171.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -6.3% | +3.3% | -9.6% | -8.1% |
| 30D | -29.6% | +10.7% | -40.3% | -34.5% |
| 3M | -42.6% | +13.1% | -55.7% | -48.2% |
| 6M | -59.6% | +20.2% | -79.8% | -65.6% |
| YTD | -32.0% | +48.9% | -80.8% | -52.2% |
| 1Y | -46.9% | +46.6% | -93.6% | -62.8% |
| 3Y | +255.7% | +91.4% | +164.3% | +97.9% |
| All | +243.9% | +72.8% | +171.1% | +59.7% |
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