+255.7%
APLD vs DRI
+69.5%
+186.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -6.3% | +4.2% | -10.6% | -7.2% |
| 30D | -29.6% | +15.7% | -45.2% | -32.1% |
| 3M | -42.6% | +5.8% | -48.4% | -43.5% |
| 6M | -59.6% | +18.4% | -78.0% | -61.8% |
| YTD | -32.0% | +28.2% | -60.2% | -37.4% |
| 1Y | -46.9% | +35.9% | -82.9% | -52.4% |
| 3Y | +255.7% | +67.7% | +187.9% | +219.2% |
| All | +255.7% | +69.5% | +186.2% | +219.2% |
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