+220.6%
APLD vs DXCM
-35.6%
+256.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -6.0% | +15.7% | +11.4% |
| 7D | -12.7% | -3.5% | -9.2% | -12.2% |
| 30D | -34.7% | -5.8% | -28.9% | -34.0% |
| 3M | -46.1% | -4.3% | -41.8% | -46.1% |
| 6M | -64.9% | +31.6% | -96.4% | -68.9% |
| YTD | -36.6% | +19.6% | -56.2% | -42.1% |
| 1Y | -50.0% | +36.9% | -86.8% | -56.4% |
| 3Y | +190.1% | -16.3% | +206.4% | +156.1% |
| All | +220.6% | -35.6% | +256.3% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling