+243.9%
APLD vs DKS
+58.4%
+185.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -6.3% | +9.4% | -15.8% | -8.0% |
| 30D | -29.6% | +9.8% | -39.3% | -31.2% |
| 3M | -42.6% | -29.3% | -13.3% | -39.1% |
| 6M | -59.6% | -32.6% | -27.0% | -56.8% |
| YTD | -32.0% | -22.6% | -9.4% | -30.2% |
| 1Y | -46.9% | -29.8% | -17.1% | -44.1% |
| 3Y | +255.7% | +43.2% | +212.4% | +213.0% |
| All | +243.9% | +58.4% | +185.5% | +105.2% |
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