+244.7%
APLD vs DRI
+104.1%
+140.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +6.6% |
| 7D | +3.1% | +3.1% | 0.0% | +0.8% |
| 30D | -29.4% | +16.2% | -45.6% | -36.5% |
| 3M | -42.8% | +8.4% | -51.1% | -46.5% |
| 6M | -59.5% | +19.0% | -78.5% | -65.3% |
| YTD | -31.8% | +28.8% | -60.6% | -45.6% |
| 1Y | -46.0% | +33.1% | -79.2% | -58.7% |
| 3Y | +252.0% | +70.8% | +181.2% | +82.7% |
| All | +244.7% | +104.1% | +140.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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