+229.3%
APLD vs DLR
+44.8%
+184.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -3.7% |
| 7D | +2.7% | +3.3% | -0.6% | -0.8% |
| 30D | -21.4% | +4.6% | -26.0% | -24.5% |
| 3M | -47.8% | -8.3% | -39.6% | -41.7% |
| 6M | -64.9% | -5.6% | -59.3% | -62.2% |
| YTD | -34.9% | +18.7% | -53.6% | -43.8% |
| 1Y | -30.7% | +17.1% | -47.8% | -39.2% |
| 3Y | +305.3% | +54.4% | +251.0% | +213.3% |
| All | +229.3% | +44.8% | +184.5% | +275.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling