+244.7%
APLD vs IAU
+106.9%
+137.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +5.5% |
| 7D | +3.1% | +4.9% | -1.8% | -2.9% |
| 30D | -29.4% | -1.4% | -28.0% | -28.3% |
| 3M | -42.8% | -4.8% | -38.0% | -39.3% |
| 6M | -59.5% | -12.5% | -47.0% | -52.7% |
| YTD | -31.8% | -4.2% | -27.6% | -27.6% |
| 1Y | -46.0% | +3.1% | -49.1% | -47.7% |
| 3Y | +252.0% | +110.0% | +142.0% | +45.3% |
| All | +244.7% | +106.9% | +137.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling