+61.6%
DIA vs APLD
+351.5%
-290.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | -0.2% | +4.1% | -4.2% | -0.3% |
| 30D | -1.5% | -11.7% | +10.2% | -1.2% |
| 3M | +3.8% | -40.3% | +44.0% | +5.1% |
| 6M | +10.3% | -8.0% | +18.2% | +9.8% |
| YTD | +12.1% | +7.5% | +4.5% | +10.8% |
| 1Y | +18.6% | +84.0% | -65.4% | +15.0% |
| All | +61.6% | +351.5% | -290.0% | +46.3% |
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