+443.7%
APLD vs DXCM
-28.8%
+472.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.4% |
| 7D | +4.1% | -3.2% | +7.3% | +5.1% |
| 30D | -11.7% | +6.3% | -18.1% | -13.6% |
| 3M | -40.3% | +21.1% | -61.4% | -44.5% |
| 6M | -8.0% | +20.6% | -28.5% | -14.7% |
| YTD | +7.5% | +32.4% | -24.9% | -3.9% |
| 1Y | +84.0% | +8.8% | +75.2% | +74.1% |
| 3Y | +356.2% | -13.7% | +370.0% | +309.8% |
| All | +443.7% | -28.8% | +472.5% | +307.5% |
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