+84.0%
APLD vs DXCM
+11.0%
+73.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.6% |
| 7D | +4.1% | -3.2% | +7.3% | +3.7% |
| 30D | -11.7% | +6.3% | -18.1% | -11.3% |
| 3M | -40.3% | +21.1% | -61.4% | -38.6% |
| 6M | -8.0% | +20.6% | -28.5% | -5.4% |
| YTD | +7.5% | +32.4% | -24.9% | +12.2% |
| 1Y | +84.0% | +8.8% | +75.2% | +110.9% |
| All | +84.0% | +11.0% | +73.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling