+190.1%
APLD vs DKS
+31.1%
+159.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.8% |
| 7D | -12.7% | -2.1% | -10.6% | -12.4% |
| 30D | -34.7% | +7.3% | -42.0% | -36.0% |
| 3M | -46.1% | -28.4% | -17.7% | -42.8% |
| 6M | -64.9% | -36.9% | -28.0% | -61.4% |
| YTD | -36.6% | -27.3% | -9.3% | -34.0% |
| 1Y | -50.0% | -33.2% | -16.7% | -46.5% |
| 3Y | +190.1% | +32.2% | +157.9% | +52.1% |
| All | +190.1% | +31.1% | +159.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling