+483.7%
APLD vs DOW
-40.2%
+523.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.1% |
| 7D | +16.6% | -2.9% | +19.5% | +18.4% |
| 30D | -3.1% | +2.0% | -5.1% | -4.9% |
| 3M | -30.9% | -12.5% | -18.3% | -26.6% |
| 6M | +12.6% | -9.2% | +21.8% | +9.2% |
| YTD | +15.5% | +30.8% | -15.3% | -17.1% |
| 1Y | +103.5% | +29.4% | +74.1% | +42.5% |
| 3Y | +446.5% | -34.6% | +481.1% | +726.1% |
| All | +483.7% | -40.2% | +523.9% | +1,387.6% |
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