-46.5%
APLD vs DGX
+45.0%
-91.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -4.4% |
| 7D | -18.5% | +4.1% | -22.6% | -16.0% |
| 30D | -32.8% | +10.5% | -43.3% | -27.9% |
| 3M | -46.9% | +9.8% | -56.7% | -43.1% |
| 6M | -53.4% | +34.6% | -87.9% | -41.4% |
| YTD | -32.3% | +49.8% | -82.1% | +5.6% |
| 1Y | -46.5% | +46.0% | -92.6% | -20.2% |
| All | -46.5% | +45.0% | -91.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling