+443.7%
APLD vs IEFA
+73.0%
+370.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.4% |
| 7D | +4.1% | +0.6% | +3.5% | +2.6% |
| 30D | -11.7% | +1.0% | -12.8% | -13.7% |
| 3M | -40.3% | +4.7% | -45.0% | -45.9% |
| 6M | -8.0% | +8.6% | -16.5% | -22.2% |
| YTD | +7.5% | +14.8% | -7.3% | -19.3% |
| 1Y | +84.0% | +22.6% | +61.4% | +16.6% |
| 3Y | +356.2% | +67.0% | +289.2% | +39.1% |
| All | +443.7% | +73.0% | +370.7% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling