+443.7%
APLD vs IAG
+462.6%
-18.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | -11.7% | +28.9% | -40.6% | -21.0% |
| 3M | -40.3% | +19.1% | -59.4% | -44.7% |
| 6M | -8.0% | -10.3% | +2.3% | -5.3% |
| YTD | +7.5% | +24.2% | -16.7% | -2.6% |
| 1Y | +84.0% | +116.5% | -32.5% | +36.4% |
| 3Y | +356.2% | +742.8% | -386.6% | +112.9% |
| All | +443.7% | +462.6% | -18.9% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling