+483.7%
APLD vs IEF
+2.0%
+481.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +16.6% | +0.1% | +16.5% | +16.5% |
| 30D | -3.1% | -0.7% | -2.4% | -2.3% |
| 3M | -30.9% | -0.4% | -30.4% | -30.4% |
| 6M | +12.6% | -2.5% | +15.1% | +15.8% |
| YTD | +15.5% | -1.6% | +17.0% | +17.8% |
| 1Y | +103.5% | -1.3% | +104.8% | +106.7% |
| 3Y | +446.5% | +10.1% | +436.4% | +394.7% |
| All | +483.7% | +2.0% | +481.7% | +478.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling