+330.2%
APLD vs IFF
+21.0%
+309.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -4.6% |
| 7D | +19.6% | -6.9% | +26.5% | +22.0% |
| 30D | -24.5% | -8.9% | -15.6% | -22.9% |
| 3M | -45.6% | -3.7% | -41.9% | -45.6% |
| 6M | -61.4% | +3.5% | -64.9% | -62.7% |
| YTD | -30.9% | +21.2% | -52.1% | -37.0% |
| 1Y | -35.8% | +25.6% | -61.4% | -42.4% |
| All | +330.2% | +21.0% | +309.2% | +204.7% |
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