+10.7%
DIA vs APLD
-53.8%
+64.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.7% | -10.1% | -0.9% |
| 7D | -0.9% | -12.7% | +11.8% | -0.4% |
| 30D | +0.3% | -34.7% | +34.9% | +2.1% |
| 3M | -4.5% | -46.1% | +41.6% | -2.1% |
| 6M | +3.4% | -64.9% | +68.2% | +7.6% |
| YTD | +7.8% | -36.6% | +44.4% | +8.4% |
| 1Y | +10.7% | -50.0% | +60.7% | +11.8% |
| All | +10.7% | -53.8% | +64.5% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling