+459.6%
APLD vs DHR
-16.1%
+475.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +9.0% | -2.4% | +11.4% | +10.3% |
| 30D | -6.6% | -2.2% | -4.4% | -5.7% |
| 3M | -35.2% | +9.0% | -44.2% | -39.7% |
| 6M | +0.4% | +3.5% | -3.1% | -3.8% |
| YTD | +10.7% | -10.1% | +20.8% | +15.7% |
| 1Y | +78.6% | +6.2% | +72.4% | +64.0% |
| 3Y | +423.9% | -5.4% | +429.3% | +381.8% |
| All | +459.6% | -16.1% | +475.7% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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