+192.2%
APLD vs DPZ
-5.6%
+197.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.3% | -15.0% | -14.8% |
| 7D | -27.0% | +9.5% | -36.5% | -29.7% |
| 30D | -44.1% | +12.8% | -56.9% | -47.0% |
| 3M | -52.6% | -6.2% | -46.3% | -51.7% |
| 6M | -64.5% | +4.3% | -68.7% | -66.2% |
| YTD | -42.2% | -16.6% | -25.6% | -38.1% |
| 1Y | -57.2% | -12.8% | -44.3% | -55.7% |
| 3Y | +159.5% | -0.8% | +160.4% | +143.2% |
| All | +192.2% | -5.6% | +197.7% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling