-46.9%
APLD vs DXCM
+44.9%
-91.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.4% |
| 7D | -6.3% | -3.7% | -2.7% | -6.4% |
| 30D | -29.6% | -5.0% | -24.6% | -29.6% |
| 3M | -42.6% | -8.8% | -33.8% | -42.7% |
| 6M | -59.6% | +31.9% | -91.4% | -60.6% |
| YTD | -32.0% | +20.4% | -52.4% | -31.3% |
| 1Y | -46.9% | +45.7% | -92.7% | -43.3% |
| All | -46.9% | +44.9% | -91.8% | -43.3% |
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