+63.2%
DIA vs APLD
+254.9%
-191.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.9% | -6.3% | +7.2% | +1.0% |
| 30D | +1.1% | -29.6% | +30.7% | +2.0% |
| 3M | -2.9% | -42.6% | +39.7% | -1.5% |
| 6M | +5.9% | -59.6% | +65.5% | +8.1% |
| YTD | +9.8% | -32.0% | +41.7% | +9.8% |
| 1Y | +11.7% | -46.9% | +58.7% | +12.2% |
| 3Y | +59.5% | +255.7% | -196.1% | +45.4% |
| All | +63.2% | +254.9% | -191.7% | +42.5% |
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