+483.7%
APLD vs IAG
+452.5%
+31.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.1% |
| 7D | +16.6% | +4.3% | +12.3% | +14.5% |
| 30D | -3.1% | +9.8% | -12.9% | -6.9% |
| 3M | -30.9% | +28.9% | -59.8% | -38.1% |
| 6M | +12.6% | -7.6% | +20.2% | +14.7% |
| YTD | +15.5% | +22.0% | -6.5% | +5.3% |
| 1Y | +103.5% | +99.5% | +4.0% | +55.4% |
| 3Y | +446.5% | +818.3% | -371.7% | +149.4% |
| All | +483.7% | +452.5% | +31.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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