+103.5%
APLD vs DLR
+20.4%
+83.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.5% |
| 7D | +16.6% | +3.4% | +13.2% | +11.3% |
| 30D | -3.1% | -2.2% | -0.9% | +0.5% |
| 3M | -30.9% | +4.7% | -35.6% | -36.3% |
| 6M | +12.6% | +9.0% | +3.6% | -1.9% |
| YTD | +15.5% | +24.1% | -8.7% | -16.4% |
| 1Y | +103.5% | +20.9% | +82.6% | +44.1% |
| All | +103.5% | +20.4% | +83.2% | +44.1% |
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