+192.2%
APLD vs IBB
+64.3%
+127.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.0% | -9.7% | -7.6% |
| 7D | -27.0% | -3.6% | -23.4% | -22.6% |
| 30D | -44.1% | +3.4% | -47.5% | -46.1% |
| 3M | -52.6% | +9.5% | -62.1% | -58.7% |
| 6M | -64.5% | +23.3% | -87.8% | -74.2% |
| YTD | -42.2% | +24.5% | -66.7% | -58.1% |
| 1Y | -57.2% | +32.9% | -90.1% | -71.8% |
| 3Y | +159.5% | +76.6% | +83.0% | +14.3% |
| All | +192.2% | +64.3% | +127.9% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling