+373.4%
APLD vs IBB
+64.8%
+308.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +3.0% |
| 7D | +4.1% | +1.4% | +2.6% | +2.0% |
| 30D | -11.7% | +10.5% | -22.2% | -23.9% |
| 3M | -40.3% | +23.6% | -63.9% | -56.6% |
| 6M | -8.0% | +22.6% | -30.6% | -31.4% |
| YTD | +7.5% | +25.7% | -18.1% | -22.4% |
| 1Y | +84.0% | +51.4% | +32.6% | +2.1% |
| All | +373.4% | +64.8% | +308.6% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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