+60.1%
DIA vs APLD
+285.2%
-225.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | +0.3% |
| 7D | -1.6% | +7.8% | -9.5% | -1.9% |
| 30D | +1.3% | -23.0% | +24.3% | +1.9% |
| 3M | -2.1% | -39.7% | +37.6% | -0.8% |
| 6M | +6.2% | -59.8% | +66.1% | +8.5% |
| YTD | +10.3% | -27.0% | +37.3% | +10.2% |
| 1Y | +11.0% | -37.3% | +48.3% | +11.0% |
| All | +60.1% | +285.2% | -225.1% | +46.7% |
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