+305.3%
APLD vs DTE
+57.1%
+248.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +2.7% | +3.4% | -0.7% | +2.0% |
| 30D | -21.4% | +8.9% | -30.3% | -23.0% |
| 3M | -47.8% | +1.1% | -48.9% | -47.9% |
| 6M | -64.9% | +0.1% | -65.0% | -65.2% |
| YTD | -34.9% | +11.1% | -45.9% | -38.4% |
| 1Y | -30.7% | +4.9% | -35.7% | -33.0% |
| 3Y | +305.3% | +58.6% | +246.8% | +147.8% |
| All | +305.3% | +57.1% | +248.2% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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