+190.1%
APLD vs DXCM
-18.8%
+208.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -6.0% | +15.7% | +10.2% |
| 7D | -12.7% | -3.5% | -9.2% | -12.5% |
| 30D | -34.7% | -5.8% | -28.9% | -34.5% |
| 3M | -46.1% | -4.3% | -41.8% | -46.1% |
| 6M | -64.9% | +31.6% | -96.4% | -66.4% |
| YTD | -36.6% | +19.6% | -56.2% | -38.4% |
| 1Y | -50.0% | +36.9% | -86.8% | -52.2% |
| 3Y | +190.1% | -16.3% | +206.4% | +180.9% |
| All | +190.1% | -18.8% | +208.9% | +180.9% |
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