+229.3%
APLD vs DFNS
-100.0%
+329.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.3% | -5.8% |
| 7D | +2.7% | -6.0% | +8.7% | +2.7% |
| 30D | -21.4% | -71.2% | +49.8% | -21.2% |
| 3M | -47.8% | -94.5% | +46.7% | -47.6% |
| 6M | -64.9% | -96.5% | +31.7% | -64.6% |
| YTD | -34.9% | -99.6% | +64.8% | -34.6% |
| 1Y | -30.7% | -99.7% | +68.9% | -30.4% |
| 3Y | +305.3% | -100.0% | +405.3% | +313.5% |
| All | +229.3% | -100.0% | +329.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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