+252.0%
APLD vs DXCM
-13.1%
+265.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +7.4% |
| 7D | +3.1% | -4.4% | +7.4% | +3.4% |
| 30D | -29.4% | -3.6% | -25.8% | -29.3% |
| 3M | -42.8% | -4.3% | -38.4% | -42.7% |
| 6M | -59.5% | +33.8% | -93.2% | -61.2% |
| YTD | -31.8% | +22.1% | -54.0% | -33.8% |
| 1Y | -46.0% | +47.4% | -93.4% | -48.7% |
| 3Y | +252.0% | -12.3% | +264.3% | +389.9% |
| All | +252.0% | -13.1% | +265.1% | +389.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling