+459.6%
APLD vs DKS
+39.5%
+420.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.3% |
| 7D | +9.0% | -2.9% | +11.9% | +9.5% |
| 30D | -6.6% | -37.7% | +31.1% | +2.2% |
| 3M | -35.2% | -38.9% | +3.7% | -29.0% |
| 6M | +0.4% | -31.1% | +31.5% | +5.8% |
| YTD | +10.7% | -31.8% | +42.5% | +17.1% |
| 1Y | +78.6% | -38.0% | +116.6% | +92.7% |
| 3Y | +423.9% | +28.6% | +395.3% | +373.7% |
| All | +459.6% | +39.5% | +420.1% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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