+269.3%
APLD vs DPZ
-9.2%
+278.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +7.8% | -3.5% | +11.4% | +9.1% |
| 30D | -23.0% | +5.7% | -28.7% | -25.2% |
| 3M | -39.7% | -7.5% | -32.2% | -38.5% |
| 6M | -59.8% | +6.2% | -66.0% | -62.3% |
| YTD | -27.0% | -19.8% | -7.2% | -20.7% |
| 1Y | -37.3% | -18.0% | -19.3% | -33.4% |
| 3Y | +281.9% | -8.8% | +290.7% | +272.5% |
| All | +269.3% | -9.2% | +278.4% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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