+192.2%
APLD vs DXCM
-31.6%
+223.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.5% | -10.1% | -13.4% |
| 7D | -27.0% | +5.7% | -32.7% | -28.3% |
| 30D | -44.1% | +1.3% | -45.4% | -44.5% |
| 3M | -52.6% | +2.2% | -54.7% | -53.3% |
| 6M | -64.5% | +42.0% | -106.5% | -69.2% |
| YTD | -42.2% | +27.3% | -69.5% | -48.1% |
| 1Y | -57.2% | +42.5% | -99.7% | -63.0% |
| 3Y | +159.5% | -13.3% | +172.9% | +129.6% |
| All | +192.2% | -31.6% | +223.7% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling