+443.7%
APLD vs DLTR
-21.5%
+465.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.1% | +2.5% | +1.6% | +3.3% |
| 30D | -11.7% | +2.1% | -13.8% | -12.5% |
| 3M | -40.3% | +20.3% | -60.5% | -44.1% |
| 6M | -8.0% | +11.5% | -19.5% | -12.4% |
| YTD | +7.5% | +6.8% | +0.7% | +3.6% |
| 1Y | +84.0% | +31.1% | +52.9% | +65.8% |
| 3Y | +356.2% | +10.7% | +345.5% | +291.6% |
| All | +443.7% | -21.5% | +465.3% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling