+190.1%
APLD vs IAU
+103.2%
+86.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +10.6% |
| 7D | -12.7% | +4.7% | -17.5% | -18.1% |
| 30D | -34.7% | -0.9% | -33.8% | -34.1% |
| 3M | -46.1% | -4.4% | -41.7% | -43.1% |
| 6M | -64.9% | -13.5% | -51.4% | -58.4% |
| YTD | -36.6% | -5.9% | -30.7% | -31.2% |
| 1Y | -50.0% | +1.9% | -51.8% | -51.1% |
| 3Y | +190.1% | +104.1% | +86.1% | -4.5% |
| All | +190.1% | +103.2% | +86.9% | -4.5% |
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