+443.7%
APLD vs IAU
+121.8%
+321.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.7% |
| 7D | +4.1% | -0.5% | +4.6% | +4.7% |
| 30D | -11.7% | +4.4% | -16.2% | -15.7% |
| 3M | -40.3% | -1.1% | -39.2% | -39.2% |
| 6M | -8.0% | -13.7% | +5.8% | +8.3% |
| YTD | +7.5% | +2.7% | +4.8% | +5.5% |
| 1Y | +84.0% | +24.6% | +59.4% | +45.5% |
| 3Y | +356.2% | +126.8% | +229.4% | +72.4% |
| All | +443.7% | +121.8% | +321.9% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling