+243.9%
APLD vs DHR
-3.1%
+247.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | -6.3% | +2.6% | -9.0% | -7.3% |
| 30D | -29.6% | +7.4% | -37.0% | -31.7% |
| 3M | -42.6% | +13.0% | -55.6% | -46.0% |
| 6M | -59.6% | +38.5% | -98.0% | -67.1% |
| YTD | -32.0% | +3.8% | -35.7% | -33.8% |
| 1Y | -46.9% | +12.6% | -59.6% | -51.3% |
| 3Y | +255.7% | +22.0% | +233.7% | +174.7% |
| All | +243.9% | -3.1% | +247.0% | +172.6% |
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