+269.3%
APLD vs DFNS
-100.0%
+369.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.7% | -5.4% | +7.3% |
| 7D | +7.8% | -13.0% | +20.8% | +7.9% |
| 30D | -23.0% | -56.9% | +33.9% | -22.8% |
| 3M | -39.7% | -93.2% | +53.5% | -39.4% |
| 6M | -59.8% | -95.4% | +35.6% | -59.6% |
| YTD | -27.0% | -99.5% | +72.6% | -26.7% |
| 1Y | -37.3% | -99.6% | +62.3% | -37.1% |
| 3Y | +281.9% | -100.0% | +381.8% | +289.1% |
| All | +269.3% | -100.0% | +369.2% | +372.6% |
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