+229.3%
APLD vs DGX
+106.8%
+122.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | -21.4% | +11.2% | -32.6% | -23.7% |
| 3M | -47.8% | +10.4% | -58.2% | -49.4% |
| 6M | -64.9% | +37.1% | -102.0% | -68.6% |
| YTD | -34.9% | +52.1% | -87.0% | -45.2% |
| 1Y | -30.7% | +40.7% | -71.5% | -39.6% |
| 3Y | +305.3% | +107.6% | +197.7% | +152.0% |
| All | +229.3% | +106.8% | +122.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling