+483.7%
APLD vs DG
-43.0%
+526.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.0% | +11.4% | +7.7% |
| 7D | +16.6% | -2.5% | +19.0% | +16.8% |
| 30D | -3.1% | +1.0% | -4.1% | -3.3% |
| 3M | -30.9% | +20.3% | -51.2% | -32.6% |
| 6M | +12.6% | -11.7% | +24.4% | +13.5% |
| YTD | +15.5% | -2.3% | +17.8% | +15.2% |
| 1Y | +103.5% | +20.0% | +83.5% | +99.0% |
| 3Y | +446.5% | +7.2% | +439.3% | +450.2% |
| All | +483.7% | -43.0% | +526.7% | +530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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