+243.9%
APLD vs IBB
+69.9%
+174.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +1.3% |
| 7D | -6.3% | +0.8% | -7.1% | -6.8% |
| 30D | -29.6% | +5.2% | -34.7% | -33.5% |
| 3M | -42.6% | +8.6% | -51.2% | -49.1% |
| 6M | -59.6% | +27.8% | -87.4% | -72.1% |
| YTD | -32.0% | +28.8% | -60.8% | -52.8% |
| 1Y | -46.9% | +36.4% | -83.3% | -66.2% |
| 3Y | +255.7% | +89.3% | +166.3% | +41.6% |
| All | +243.9% | +69.9% | +174.0% | +31.2% |
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