+354.6%
APLD vs DLR
+55.0%
+299.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.2% |
| 7D | +7.8% | -2.0% | +9.9% | +12.0% |
| 30D | -23.0% | +0.5% | -23.5% | -22.6% |
| 3M | -39.7% | -4.4% | -35.3% | -34.4% |
| 6M | -59.8% | -6.4% | -53.4% | -55.6% |
| YTD | -27.0% | +19.5% | -46.4% | -42.0% |
| 1Y | -37.3% | +10.5% | -47.8% | -44.0% |
| All | +354.6% | +55.0% | +299.5% | +239.1% |
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 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