-46.8%
APLD vs IAG
+52.4%
-99.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.8% | +4.0% |
| 7D | +3.1% | +24.0% | -20.9% | -10.1% |
| 30D | -29.4% | +5.5% | -34.9% | -31.8% |
| 3M | -42.8% | +8.3% | -51.1% | -45.6% |
| 6M | -59.5% | +6.1% | -65.6% | -61.6% |
| YTD | -31.8% | +20.3% | -52.1% | -38.4% |
| All | -46.8% | +52.4% | -99.2% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling