+190.1%
APLD vs DPZ
-3.1%
+193.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +11.9% | +10.2% |
| 7D | -12.7% | +6.6% | -19.3% | -14.3% |
| 30D | -34.7% | +10.3% | -45.0% | -36.7% |
| 3M | -46.1% | -6.2% | -40.0% | -45.3% |
| 6M | -64.9% | +4.2% | -69.1% | -66.1% |
| YTD | -36.6% | -18.4% | -18.2% | -30.6% |
| 1Y | -50.0% | -14.9% | -35.0% | -47.1% |
| 3Y | +190.1% | -4.6% | +194.7% | +174.5% |
| All | +190.1% | -3.1% | +193.2% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling