+305.3%
APLD vs IEFA
+66.9%
+238.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -6.1% |
| 7D | +2.7% | +2.2% | +0.5% | -2.7% |
| 30D | -21.4% | +1.1% | -22.5% | -23.3% |
| 3M | -47.8% | -4.3% | -43.6% | -40.9% |
| 6M | -64.9% | +1.4% | -66.3% | -65.0% |
| YTD | -34.9% | +10.1% | -44.9% | -44.6% |
| 1Y | -30.7% | +12.9% | -43.6% | -44.5% |
| 3Y | +305.3% | +65.8% | +239.5% | +25.8% |
| All | +305.3% | +66.9% | +238.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling