+305.3%
APLD vs IAU
+99.0%
+206.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.9% |
| 7D | +2.7% | -4.6% | +7.3% | +8.2% |
| 30D | -21.4% | -5.4% | -16.0% | -16.6% |
| 3M | -47.8% | -10.9% | -37.0% | -40.4% |
| 6M | -64.9% | -17.4% | -47.5% | -56.2% |
| YTD | -34.9% | -10.2% | -24.7% | -25.5% |
| 1Y | -30.7% | -7.1% | -23.7% | -24.7% |
| 3Y | +305.3% | +97.7% | +207.6% | +42.2% |
| All | +305.3% | +99.0% | +206.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling