+305.3%
APLD vs DT
-11.4%
+316.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +2.7% | +3.1% | -0.4% | +2.0% |
| 30D | -21.4% | -29.5% | +8.1% | -15.1% |
| 3M | -47.8% | -11.7% | -36.1% | -46.5% |
| 6M | -64.9% | +29.0% | -93.9% | -68.5% |
| YTD | -34.9% | +3.4% | -38.2% | -37.0% |
| 1Y | -30.7% | -4.2% | -26.5% | -29.6% |
| 3Y | +305.3% | -12.8% | +318.2% | +298.0% |
| All | +305.3% | -11.4% | +316.7% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling