-30.7%
APLD vs DXCM
+40.8%
-71.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -5.6% |
| 7D | +2.7% | +4.9% | -2.2% | +3.0% |
| 30D | -21.4% | -0.2% | -21.3% | -21.1% |
| 3M | -47.8% | -8.9% | -38.9% | -47.4% |
| 6M | -64.9% | +42.3% | -107.2% | -67.6% |
| YTD | -34.9% | +25.6% | -60.4% | -37.1% |
| 1Y | -30.7% | +39.5% | -70.3% | -40.5% |
| All | -30.7% | +40.8% | -71.5% | -40.5% |
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