+459.6%
APLD vs IDXX
+2.9%
+456.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.6% |
| 7D | +9.0% | -4.4% | +13.4% | +11.7% |
| 30D | -6.6% | -13.5% | +6.9% | +0.9% |
| 3M | -35.2% | -11.0% | -24.2% | -31.9% |
| 6M | +0.4% | -15.6% | +16.0% | +8.8% |
| YTD | +10.7% | -23.9% | +34.5% | +27.2% |
| 1Y | +78.6% | -21.4% | +100.0% | +96.3% |
| 3Y | +423.9% | +10.6% | +413.3% | +297.4% |
| All | +459.6% | +2.9% | +456.7% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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