+431.5%
APLD vs IFF
-24.0%
+455.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -0.5% | -2.8% | +2.3% | +1.2% |
| 30D | -13.2% | -1.1% | -12.1% | -12.7% |
| 3M | -33.8% | +13.8% | -47.6% | -40.3% |
| 6M | -5.9% | +16.7% | -22.6% | -16.8% |
| YTD | +5.1% | +26.1% | -21.0% | -12.3% |
| 1Y | +51.8% | +33.5% | +18.3% | +19.1% |
| 3Y | +397.7% | +31.6% | +366.1% | +263.4% |
| All | +431.5% | -24.0% | +455.5% | +674.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling