+483.7%
APLD vs IBKR
+476.4%
+7.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +9.0% |
| 7D | +16.6% | +0.6% | +15.9% | +15.6% |
| 30D | -3.1% | +3.7% | -6.8% | -6.8% |
| 3M | -30.9% | +4.2% | -35.1% | -33.2% |
| 6M | +12.6% | +36.6% | -24.0% | -13.7% |
| YTD | +15.5% | +41.9% | -26.4% | -13.0% |
| 1Y | +103.5% | +49.5% | +54.0% | +47.1% |
| 3Y | +446.5% | +291.3% | +155.2% | +91.0% |
| All | +483.7% | +476.4% | +7.3% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling