+269.3%
APLD vs DLR
+45.7%
+223.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.2% |
| 7D | +7.8% | -2.0% | +9.9% | +11.1% |
| 30D | -23.0% | +0.5% | -23.5% | -22.5% |
| 3M | -39.7% | -4.4% | -35.3% | -35.4% |
| 6M | -59.8% | -6.4% | -53.4% | -56.4% |
| YTD | -27.0% | +19.5% | -46.4% | -37.4% |
| 1Y | -37.3% | +10.5% | -47.8% | -41.4% |
| 3Y | +281.9% | +54.0% | +227.9% | +195.4% |
| All | +269.3% | +45.7% | +223.6% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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