+242.5%
APLD vs DOCN
+62.5%
+180.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.2% | +0.4% | -3.4% |
| 7D | -18.5% | -20.0% | +1.5% | -9.4% |
| 30D | -32.8% | -38.8% | +6.0% | -15.5% |
| 3M | -46.9% | -34.8% | -12.1% | -36.1% |
| 6M | -53.4% | -22.8% | -30.6% | -50.0% |
| YTD | -32.3% | +74.6% | -106.9% | -53.1% |
| 1Y | -46.5% | +116.4% | -163.0% | -66.4% |
| 3Y | +204.2% | +239.3% | -35.1% | +50.6% |
| All | +242.5% | +62.5% | +180.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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