+220.6%
APLD vs DHR
-5.5%
+226.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.0% | +8.8% |
| 7D | -12.7% | -0.9% | -11.9% | -12.0% |
| 30D | -34.7% | +5.4% | -40.1% | -36.1% |
| 3M | -46.1% | +15.3% | -61.5% | -49.9% |
| 6M | -64.9% | +32.1% | -97.0% | -70.6% |
| YTD | -36.6% | +1.2% | -37.8% | -37.5% |
| 1Y | -50.0% | +10.1% | -60.1% | -53.6% |
| 3Y | +190.1% | +19.9% | +170.3% | +125.2% |
| All | +220.6% | -5.5% | +226.1% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling