+305.3%
APLD vs IAG
+663.0%
-357.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.8% | -6.3% |
| 7D | +2.7% | -7.7% | +10.4% | +6.8% |
| 30D | -21.4% | +1.6% | -23.0% | -22.7% |
| 3M | -47.8% | -2.4% | -45.4% | -47.5% |
| 6M | -64.9% | -7.8% | -57.1% | -64.0% |
| YTD | -34.9% | +5.0% | -39.9% | -37.9% |
| 1Y | -30.7% | +25.7% | -56.4% | -39.5% |
| 3Y | +305.3% | +694.5% | -389.2% | +64.2% |
| All | +305.3% | +663.0% | -357.7% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling