+249.5%
APLD vs DTE
+17.3%
+232.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +19.6% | +3.2% | +16.4% | +18.1% |
| 30D | -24.5% | +8.5% | -32.9% | -27.2% |
| 3M | -45.6% | +1.3% | -46.9% | -45.9% |
| 6M | -61.4% | -0.7% | -60.7% | -61.7% |
| YTD | -30.9% | +10.6% | -41.5% | -35.9% |
| 1Y | -35.8% | +2.6% | -38.5% | -37.8% |
| 3Y | +261.4% | +56.5% | +204.9% | +157.7% |
| All | +249.5% | +17.3% | +232.1% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling