-37.3%
APLD vs DLTR
+34.7%
-72.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.2% |
| 7D | +7.8% | -2.8% | +10.6% | +8.1% |
| 30D | -23.0% | +21.5% | -44.5% | -24.8% |
| 3M | -39.7% | +11.6% | -51.3% | -40.4% |
| 6M | -59.8% | +58.7% | -118.6% | -66.5% |
| YTD | -27.0% | +16.2% | -43.1% | -29.6% |
| 1Y | -37.3% | +34.8% | -72.1% | -42.6% |
| All | -37.3% | +34.7% | -72.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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