+84.0%
APLD vs DGX
+33.7%
+50.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.2% |
| 7D | +4.1% | -2.3% | +6.4% | +2.5% |
| 30D | -11.7% | +0.6% | -12.3% | -11.3% |
| 3M | -40.3% | +21.4% | -61.7% | -31.9% |
| 6M | -8.0% | +14.7% | -22.7% | +0.1% |
| YTD | +7.5% | +38.4% | -30.9% | +40.8% |
| 1Y | +84.0% | +34.0% | +50.0% | +148.7% |
| All | +84.0% | +33.7% | +50.4% | +148.7% |
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