+431.5%
APLD vs DGX
+83.4%
+348.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -4.5% |
| 7D | -0.5% | -3.5% | +2.9% | +0.6% |
| 30D | -13.2% | -2.7% | -10.5% | -12.5% |
| 3M | -33.8% | +13.9% | -47.6% | -36.9% |
| 6M | -5.9% | +16.0% | -21.9% | -11.3% |
| YTD | +5.1% | +34.9% | -29.8% | -8.3% |
| 1Y | +51.8% | +30.6% | +21.3% | +33.1% |
| 3Y | +397.7% | +93.0% | +304.7% | +204.9% |
| All | +431.5% | +83.4% | +348.1% | +229.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling