+84.0%
APLD vs IEFA
+23.1%
+60.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.4% |
| 7D | +4.1% | +0.6% | +3.5% | +2.5% |
| 30D | -11.7% | +1.0% | -12.8% | -13.9% |
| 3M | -40.3% | +4.7% | -45.0% | -46.4% |
| 6M | -8.0% | +8.6% | -16.5% | -23.7% |
| YTD | +7.5% | +14.8% | -7.3% | -19.5% |
| 1Y | +84.0% | +22.6% | +61.4% | +36.4% |
| All | +84.0% | +23.1% | +60.9% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling