+446.5%
APLD vs DTE
+48.7%
+397.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.1% |
| 7D | +16.6% | +0.9% | +15.7% | +16.3% |
| 30D | -3.1% | -1.9% | -1.2% | -2.7% |
| 3M | -30.9% | -3.3% | -27.5% | -30.8% |
| 6M | +12.6% | -7.1% | +19.7% | +13.9% |
| YTD | +15.5% | +8.1% | +7.3% | +9.9% |
| 1Y | +103.5% | +5.3% | +98.3% | +95.8% |
| 3Y | +446.5% | +48.2% | +398.4% | +293.5% |
| All | +446.5% | +48.7% | +397.8% | +293.5% |
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