+242.5%
APLD vs DECK
+102.2%
+140.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.7% | -9.3% |
| 7D | -18.5% | +10.4% | -28.9% | -22.4% |
| 30D | -32.8% | +11.1% | -43.8% | -36.1% |
| 3M | -46.9% | -10.8% | -36.1% | -44.8% |
| 6M | -53.4% | -8.7% | -44.6% | -52.5% |
| YTD | -32.3% | -14.0% | -18.2% | -30.7% |
| 1Y | -46.5% | +12.0% | -58.6% | -52.7% |
| 3Y | +204.2% | -10.5% | +214.7% | +169.1% |
| All | +242.5% | +102.2% | +140.2% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling