+229.3%
APLD vs IBB
+66.3%
+163.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.2% |
| 7D | +2.7% | -0.5% | +3.2% | +3.8% |
| 30D | -21.4% | +4.6% | -26.0% | -24.8% |
| 3M | -47.8% | +6.8% | -54.7% | -52.7% |
| 6M | -64.9% | +23.1% | -88.0% | -74.4% |
| YTD | -34.9% | +26.0% | -60.9% | -53.3% |
| 1Y | -30.7% | +30.4% | -61.1% | -52.7% |
| 3Y | +305.3% | +85.4% | +219.9% | +66.4% |
| All | +229.3% | +66.3% | +163.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling