-37.3%
APLD vs DLR
+9.7%
-47.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.2% |
| 7D | +7.8% | -2.0% | +9.9% | +12.3% |
| 30D | -23.0% | +0.5% | -23.5% | -22.6% |
| 3M | -39.7% | -4.4% | -35.3% | -34.0% |
| 6M | -59.8% | -6.4% | -53.4% | -53.4% |
| YTD | -27.0% | +19.5% | -46.4% | -52.2% |
| 1Y | -37.3% | +10.5% | -47.8% | -49.6% |
| All | -37.3% | +9.7% | -47.0% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling