+57.5%
DIA vs APLD
+185.8%
-128.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.7% | -10.1% | -0.7% |
| 7D | -0.9% | -12.7% | +11.8% | -0.6% |
| 30D | +0.3% | -34.7% | +34.9% | +1.4% |
| 3M | -4.5% | -46.1% | +41.6% | -2.9% |
| 6M | +3.4% | -64.9% | +68.2% | +6.0% |
| YTD | +7.8% | -36.6% | +44.4% | +8.1% |
| 1Y | +10.7% | -50.0% | +60.7% | +11.5% |
| 3Y | +57.5% | +190.1% | -132.6% | +45.8% |
| All | +57.5% | +185.8% | -128.3% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling