+443.7%
APLD vs DOC
-23.7%
+467.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.1% |
| 7D | +4.1% | -1.5% | +5.5% | +5.2% |
| 30D | -11.7% | -4.8% | -7.0% | -8.6% |
| 3M | -40.3% | +6.9% | -47.2% | -44.3% |
| 6M | -8.0% | +20.7% | -28.7% | -22.7% |
| YTD | +7.5% | +34.1% | -26.6% | -18.1% |
| 1Y | +84.0% | +22.6% | +61.4% | +48.7% |
| 3Y | +356.2% | +20.8% | +335.4% | +265.1% |
| All | +443.7% | -23.7% | +467.4% | +538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling