+63.7%
DIA vs APLD
+255.7%
-192.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +1.9% |
| 7D | +0.8% | +3.1% | -2.3% | +0.6% |
| 30D | +1.4% | -29.4% | +30.8% | +2.3% |
| 3M | -2.7% | -42.8% | +40.1% | -1.3% |
| 6M | +6.2% | -59.5% | +65.7% | +8.4% |
| YTD | +10.1% | -31.8% | +41.9% | +10.1% |
| 1Y | +13.0% | -46.0% | +59.0% | +13.4% |
| 3Y | +61.9% | +252.0% | -190.1% | +47.6% |
| All | +63.7% | +255.7% | -192.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling