+244.7%
APLD vs DG
-38.8%
+283.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +7.4% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -29.4% | +7.4% | -36.8% | -29.8% |
| 3M | -42.8% | +8.5% | -51.3% | -43.3% |
| 6M | -59.5% | +21.9% | -81.3% | -60.5% |
| YTD | -31.8% | +4.9% | -36.7% | -32.4% |
| 1Y | -46.0% | +40.4% | -86.4% | -47.9% |
| 3Y | +252.0% | +23.5% | +228.5% | +250.8% |
| All | +244.7% | -38.8% | +283.5% | +269.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling