+255.7%
APLD vs DFNS
-100.0%
+355.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.8% | -13.1% | -0.3% |
| 7D | -6.3% | -37.0% | +30.6% | -6.2% |
| 30D | -29.6% | -63.4% | +33.8% | -29.4% |
| 3M | -42.6% | -94.1% | +51.5% | -42.3% |
| 6M | -59.6% | -96.3% | +36.8% | -59.3% |
| YTD | -32.0% | -99.6% | +67.6% | -31.7% |
| 1Y | -46.9% | -99.7% | +52.8% | -46.8% |
| 3Y | +255.7% | -100.0% | +355.6% | +289.1% |
| All | +255.7% | -100.0% | +355.6% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling