+243.9%
APLD vs DPZ
-8.8%
+252.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -6.3% | +2.2% | -8.5% | -7.4% |
| 30D | -29.6% | +6.7% | -36.3% | -31.9% |
| 3M | -42.6% | -4.5% | -38.1% | -42.2% |
| 6M | -59.6% | +3.3% | -62.9% | -61.5% |
| YTD | -32.0% | -19.4% | -12.5% | -26.3% |
| 1Y | -46.9% | -17.3% | -29.7% | -43.8% |
| 3Y | +255.7% | -8.4% | +264.0% | +246.4% |
| All | +243.9% | -8.8% | +252.7% | +211.0% |
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