+229.3%
APLD vs ICE
+52.0%
+177.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.1% | -6.0% |
| 7D | +2.7% | +3.6% | -0.9% | +0.5% |
| 30D | -21.4% | +15.1% | -36.5% | -29.7% |
| 3M | -47.8% | +15.4% | -63.2% | -53.8% |
| 6M | -64.9% | +16.1% | -81.0% | -69.2% |
| YTD | -34.9% | +11.4% | -46.2% | -42.8% |
| 1Y | -30.7% | +18.5% | -49.2% | -43.2% |
| 3Y | +305.3% | +70.5% | +234.8% | +102.8% |
| All | +229.3% | +52.0% | +177.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling