+420.9%
APLD vs IFF
+30.1%
+390.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | +9.0% | -3.0% | +12.0% | +10.3% |
| 30D | -6.6% | -0.9% | -5.7% | -6.4% |
| 3M | -35.2% | +11.8% | -47.1% | -39.2% |
| 6M | +0.4% | +16.5% | -16.1% | -7.7% |
| YTD | +10.7% | +26.5% | -15.8% | -1.8% |
| 1Y | +78.6% | +32.7% | +45.8% | +53.1% |
| All | +420.9% | +30.1% | +390.8% | +228.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling