+459.6%
APLD vs DGX
+86.9%
+372.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +9.0% | -2.2% | +11.2% | +9.7% |
| 30D | -6.6% | -0.9% | -5.7% | -6.4% |
| 3M | -35.2% | +15.6% | -50.8% | -38.5% |
| 6M | +0.4% | +17.8% | -17.4% | -5.8% |
| YTD | +10.7% | +37.5% | -26.8% | -4.0% |
| 1Y | +78.6% | +31.2% | +47.4% | +56.9% |
| 3Y | +423.9% | +96.6% | +327.3% | +219.1% |
| All | +459.6% | +86.9% | +372.7% | +244.8% |
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