+269.3%
APLD vs IEFA
+66.8%
+202.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +6.7% |
| 7D | +7.8% | -1.1% | +8.9% | +11.8% |
| 30D | -23.0% | +1.3% | -24.3% | -25.3% |
| 3M | -39.7% | -3.2% | -36.5% | -33.7% |
| 6M | -59.8% | +2.0% | -61.8% | -60.6% |
| YTD | -27.0% | +10.7% | -37.6% | -39.3% |
| 1Y | -37.3% | +13.0% | -50.3% | -50.4% |
| 3Y | +281.9% | +67.1% | +214.8% | +15.8% |
| All | +269.3% | +66.8% | +202.5% | +25.9% |
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