+373.4%
APLD vs DLR
+56.7%
+316.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.3% |
| 7D | +4.1% | +1.6% | +2.5% | +2.0% |
| 30D | -11.7% | -3.4% | -8.4% | -7.0% |
| 3M | -40.3% | +0.5% | -40.8% | -41.7% |
| 6M | -8.0% | +4.6% | -12.5% | -13.4% |
| YTD | +7.5% | +23.4% | -15.9% | -18.6% |
| 1Y | +84.0% | +19.0% | +65.0% | +46.2% |
| All | +373.4% | +56.7% | +316.7% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling