+243.9%
APLD vs DXCM
-35.2%
+279.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -6.3% | -3.7% | -2.7% | -5.5% |
| 30D | -29.6% | -5.0% | -24.6% | -28.9% |
| 3M | -42.6% | -8.8% | -33.8% | -41.6% |
| 6M | -59.6% | +31.9% | -91.4% | -64.2% |
| YTD | -32.0% | +20.4% | -52.4% | -38.0% |
| 1Y | -46.9% | +45.7% | -92.7% | -54.7% |
| 3Y | +255.7% | -15.0% | +270.7% | +211.7% |
| All | +243.9% | -35.2% | +279.2% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling