+192.2%
APLD vs DECK
+99.1%
+93.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.5% | -13.2% | -14.0% |
| 7D | -27.0% | +6.0% | -33.0% | -29.1% |
| 30D | -44.1% | +7.4% | -51.5% | -46.0% |
| 3M | -52.6% | -11.7% | -40.9% | -50.4% |
| 6M | -64.5% | -11.0% | -53.5% | -63.4% |
| YTD | -42.2% | -15.4% | -26.8% | -40.4% |
| 1Y | -57.2% | +7.2% | -64.4% | -61.3% |
| 3Y | +159.5% | -11.8% | +171.4% | +131.4% |
| All | +192.2% | +99.1% | +93.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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