+190.1%
APLD vs DRI
+66.4%
+123.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.8% | +9.9% |
| 7D | -12.7% | +2.8% | -15.5% | -13.3% |
| 30D | -34.7% | +13.3% | -47.9% | -36.8% |
| 3M | -46.1% | +8.2% | -54.3% | -47.3% |
| 6M | -64.9% | +17.5% | -82.4% | -66.8% |
| YTD | -36.6% | +26.9% | -63.5% | -41.5% |
| 1Y | -50.0% | +31.6% | -81.5% | -54.7% |
| 3Y | +190.1% | +67.0% | +123.2% | +113.6% |
| All | +190.1% | +66.4% | +123.7% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling