+483.7%
APLD vs DT
+16.7%
+467.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +8.9% |
| 7D | +16.6% | -4.9% | +21.4% | +19.1% |
| 30D | -3.1% | +2.7% | -5.8% | -5.1% |
| 3M | -30.9% | +20.0% | -50.8% | -38.7% |
| 6M | +12.6% | +28.0% | -15.4% | -7.8% |
| YTD | +15.5% | +16.0% | -0.6% | -0.7% |
| 1Y | +103.5% | +0.7% | +102.8% | +91.1% |
| 3Y | +446.5% | +6.2% | +440.3% | +385.1% |
| All | +483.7% | +16.7% | +467.0% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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