+373.4%
APLD vs IAG
+746.3%
-372.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.9% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | -11.7% | +28.9% | -40.6% | -22.8% |
| 3M | -40.3% | +19.1% | -59.4% | -45.7% |
| 6M | -8.0% | -10.3% | +2.3% | -5.1% |
| YTD | +7.5% | +24.2% | -16.7% | -5.0% |
| 1Y | +84.0% | +116.5% | -32.5% | +27.2% |
| All | +373.4% | +746.3% | -372.9% | +93.0% |
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