+305.3%
APLD vs IEF
+10.9%
+294.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.6% |
| 7D | +2.7% | -2.0% | +4.7% | +4.8% |
| 30D | -21.4% | +0.7% | -22.1% | -22.7% |
| 3M | -47.8% | -2.5% | -45.4% | -46.4% |
| 6M | -64.9% | -2.6% | -62.3% | -63.8% |
| YTD | -34.9% | -3.2% | -31.7% | -32.4% |
| 1Y | -30.7% | -3.0% | -27.7% | -28.3% |
| 3Y | +305.3% | +10.5% | +294.8% | +263.1% |
| All | +305.3% | +10.9% | +294.4% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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