+443.7%
APLD vs DG
-40.7%
+484.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +4.1% | +8.4% | -4.3% | +3.3% |
| 30D | -11.7% | +4.9% | -16.7% | -12.1% |
| 3M | -40.3% | +29.3% | -69.6% | -42.2% |
| 6M | -8.0% | -11.3% | +3.3% | -7.2% |
| YTD | +7.5% | +1.8% | +5.8% | +7.0% |
| 1Y | +84.0% | +25.3% | +58.7% | +79.3% |
| 3Y | +356.2% | +9.1% | +347.1% | +358.8% |
| All | +443.7% | -40.7% | +484.4% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling