+431.5%
APLD vs IBKR
+466.6%
-35.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.1% | -4.1% |
| 7D | -0.5% | -3.8% | +3.3% | +3.1% |
| 30D | -13.2% | -0.3% | -12.9% | -13.2% |
| 3M | -33.8% | +4.8% | -38.5% | -36.2% |
| 6M | -5.9% | +30.8% | -36.7% | -25.0% |
| YTD | +5.1% | +39.5% | -34.3% | -19.5% |
| 1Y | +51.8% | +43.7% | +8.2% | +13.5% |
| 3Y | +397.7% | +284.7% | +113.0% | +76.9% |
| All | +431.5% | +466.6% | -35.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling