+220.6%
APLD vs DFNS
-100.0%
+320.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -12.2% | +22.0% | +9.8% |
| 7D | -12.7% | -44.0% | +31.3% | -12.6% |
| 30D | -34.7% | -69.1% | +34.4% | -34.5% |
| 3M | -46.1% | -95.6% | +49.5% | -45.8% |
| 6M | -64.9% | -96.2% | +31.3% | -64.6% |
| YTD | -36.6% | -99.6% | +63.0% | -36.3% |
| 1Y | -50.0% | -99.7% | +49.8% | -49.8% |
| 3Y | +190.1% | -100.0% | +290.1% | +190.9% |
| All | +220.6% | -100.0% | +320.6% | +310.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling