+459.6%
APLD vs DVA
+53.6%
+406.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.5% |
| 7D | +9.0% | +2.0% | +6.9% | +8.4% |
| 30D | -6.6% | -0.4% | -6.2% | -6.6% |
| 3M | -35.2% | -7.7% | -27.6% | -34.8% |
| 6M | +0.4% | +20.0% | -19.6% | -5.7% |
| YTD | +10.7% | +61.1% | -50.4% | -5.8% |
| 1Y | +78.6% | +33.9% | +44.7% | +60.2% |
| 3Y | +423.9% | +91.5% | +332.4% | +266.9% |
| All | +459.6% | +53.6% | +406.0% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling