+220.6%
APLD vs DLR
+40.1%
+180.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.3% | +10.0% | +10.0% |
| 7D | -12.7% | -3.6% | -9.1% | -8.4% |
| 30D | -34.7% | -3.5% | -31.2% | -31.5% |
| 3M | -46.1% | -8.9% | -37.2% | -39.3% |
| 6M | -64.9% | -11.6% | -53.3% | -59.4% |
| YTD | -36.6% | +14.9% | -51.5% | -43.4% |
| 1Y | -50.0% | +6.4% | -56.4% | -51.3% |
| 3Y | +190.1% | +47.3% | +142.8% | +135.0% |
| All | +220.6% | +40.1% | +180.5% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling