+220.6%
APLD vs IAG
+415.4%
-194.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.2% | +2.5% | +6.7% |
| 7D | -12.7% | +21.4% | -34.1% | -20.1% |
| 30D | -34.7% | +4.0% | -38.7% | -36.0% |
| 3M | -46.1% | +17.0% | -63.1% | -49.9% |
| 6M | -64.9% | +1.4% | -66.3% | -65.3% |
| YTD | -36.6% | +13.8% | -50.3% | -40.5% |
| 1Y | -50.0% | +55.8% | -105.8% | -58.3% |
| 3Y | +190.1% | +647.4% | -457.3% | +42.1% |
| All | +220.6% | +415.4% | -194.8% | +15.7% |
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