+394.8%
APLD vs IBKR
+283.5%
+111.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.1% | -4.1% |
| 7D | -0.5% | -3.8% | +3.3% | +3.3% |
| 30D | -13.2% | -0.3% | -12.9% | -13.2% |
| 3M | -33.8% | +4.8% | -38.5% | -36.4% |
| 6M | -5.9% | +30.8% | -36.7% | -26.0% |
| YTD | +5.1% | +39.5% | -34.3% | -20.6% |
| 1Y | +51.8% | +43.7% | +8.2% | +11.7% |
| All | +394.8% | +283.5% | +111.3% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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