+443.7%
APLD vs DTE
+13.7%
+430.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -11.7% | -2.6% | -9.2% | -10.7% |
| 3M | -40.3% | -3.9% | -36.4% | -39.8% |
| 6M | -8.0% | -7.9% | -0.1% | -5.6% |
| YTD | +7.5% | +7.2% | +0.4% | +1.2% |
| 1Y | +84.0% | +3.1% | +80.9% | +76.8% |
| 3Y | +356.2% | +47.6% | +308.6% | +234.2% |
| All | +443.7% | +13.7% | +430.0% | +547.2% |
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