+229.3%
APLD vs IFF
-26.3%
+255.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.3% |
| 7D | +2.7% | -1.8% | +4.5% | +3.8% |
| 30D | -21.4% | -9.4% | -12.0% | -17.6% |
| 3M | -47.8% | -3.0% | -44.9% | -47.8% |
| 6M | -64.9% | +5.8% | -70.7% | -67.2% |
| YTD | -34.9% | +22.4% | -57.2% | -45.5% |
| 1Y | -30.7% | +23.0% | -53.8% | -42.8% |
| 3Y | +305.3% | +21.8% | +283.6% | +207.6% |
| All | +229.3% | -26.3% | +255.5% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling