+252.0%
APLD vs DVA
+118.6%
+133.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.0% | +10.6% | +7.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -29.4% | +3.5% | -32.9% | -29.3% |
| 3M | -42.8% | +1.0% | -43.7% | -42.8% |
| 6M | -59.5% | -6.6% | -52.9% | -59.5% |
| YTD | -31.8% | +63.3% | -95.1% | -32.3% |
| 1Y | -46.0% | +50.0% | -96.0% | -46.3% |
| 3Y | +252.0% | +120.1% | +131.9% | +196.7% |
| All | +252.0% | +118.6% | +133.4% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling