+483.7%
APLD vs IEFA
+72.0%
+411.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +8.9% |
| 7D | +16.6% | +1.2% | +15.4% | +13.0% |
| 30D | -3.1% | -0.6% | -2.5% | -1.3% |
| 3M | -30.9% | +6.2% | -37.1% | -40.0% |
| 6M | +12.6% | +11.2% | +1.4% | -10.6% |
| YTD | +15.5% | +14.2% | +1.3% | -12.1% |
| 1Y | +103.5% | +20.0% | +83.5% | +36.2% |
| 3Y | +446.5% | +68.8% | +377.7% | +61.6% |
| All | +483.7% | +72.0% | +411.7% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling