+373.4%
APLD vs DT
+9.0%
+364.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +4.1% | -3.3% | +7.4% | +4.9% |
| 30D | -11.7% | +2.0% | -13.8% | -12.4% |
| 3M | -40.3% | +20.0% | -60.3% | -43.7% |
| 6M | -8.0% | +39.3% | -47.2% | -20.4% |
| YTD | +7.5% | +19.8% | -12.2% | 0.0% |
| 1Y | +84.0% | +4.3% | +79.7% | +84.5% |
| All | +373.4% | +9.0% | +364.5% | +346.1% |
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 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