+443.7%
APLD vs DFNS
-99.9%
+543.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +4.1% | -16.0% | +20.1% | +4.1% |
| 30D | -11.7% | -77.7% | +66.0% | -11.6% |
| 3M | -40.3% | -77.2% | +36.9% | -40.1% |
| 6M | -8.0% | -95.2% | +87.2% | -7.8% |
| YTD | +7.5% | -98.0% | +105.5% | +7.6% |
| 1Y | +84.0% | -98.3% | +182.3% | +84.4% |
| 3Y | +356.2% | -99.9% | +456.1% | +367.2% |
| All | +443.7% | -99.9% | +543.6% | +593.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling