+373.4%
APLD vs DG
+9.1%
+364.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +4.1% | +8.4% | -4.3% | +3.2% |
| 30D | -11.7% | +4.9% | -16.7% | -12.1% |
| 3M | -40.3% | +29.3% | -69.6% | -42.4% |
| 6M | -8.0% | -11.3% | +3.3% | -7.1% |
| YTD | +7.5% | +1.8% | +5.8% | +7.0% |
| 1Y | +84.0% | +25.3% | +58.7% | +79.1% |
| All | +373.4% | +9.1% | +364.3% | +333.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling