+443.7%
APLD vs DGX
+88.2%
+355.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +4.1% | -2.3% | +6.4% | +4.8% |
| 30D | -11.7% | +0.6% | -12.3% | -11.9% |
| 3M | -40.3% | +21.4% | -61.7% | -44.4% |
| 6M | -8.0% | +14.7% | -22.7% | -12.5% |
| YTD | +7.5% | +38.4% | -30.9% | -6.9% |
| 1Y | +84.0% | +34.0% | +50.0% | +59.8% |
| 3Y | +356.2% | +92.7% | +263.5% | +185.5% |
| All | +443.7% | +88.2% | +355.5% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling