+373.4%
APLD vs DXCM
-13.8%
+387.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +4.1% | -3.2% | +7.3% | +4.5% |
| 30D | -11.7% | +6.3% | -18.1% | -12.6% |
| 3M | -40.3% | +21.1% | -61.4% | -42.1% |
| 6M | -8.0% | +20.6% | -28.5% | -10.8% |
| YTD | +7.5% | +32.4% | -24.9% | +2.4% |
| 1Y | +84.0% | +8.8% | +75.2% | +81.1% |
| All | +373.4% | -13.8% | +387.2% | +354.7% |
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