+244.7%
APLD vs DOW
-37.4%
+282.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +8.9% | +8.3% |
| 7D | +3.1% | -9.4% | +12.5% | +8.8% |
| 30D | -29.4% | +8.9% | -38.3% | -33.4% |
| 3M | -42.8% | +6.7% | -49.5% | -46.0% |
| 6M | -59.5% | -14.2% | -45.3% | -57.0% |
| YTD | -31.8% | +36.9% | -68.7% | -53.0% |
| 1Y | -46.0% | +45.8% | -91.8% | -65.1% |
| 3Y | +252.0% | -23.9% | +275.9% | +327.8% |
| All | +244.7% | -37.4% | +282.2% | +744.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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