+244.7%
APLD vs DPZ
-7.6%
+252.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.5% |
| 7D | +3.1% | +3.7% | -0.6% | +1.4% |
| 30D | -29.4% | +8.0% | -37.4% | -32.0% |
| 3M | -42.8% | -4.2% | -38.6% | -42.4% |
| 6M | -59.5% | +4.6% | -64.1% | -61.6% |
| YTD | -31.8% | -18.4% | -13.4% | -26.4% |
| 1Y | -46.0% | -16.8% | -29.3% | -42.9% |
| 3Y | +252.0% | -5.0% | +257.0% | +236.5% |
| All | +244.7% | -7.6% | +252.4% | +210.3% |
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