-64.9%
APLD vs IFF
+5.0%
-69.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -5.7% |
| 7D | +2.7% | -1.8% | +4.5% | +2.5% |
| 30D | -21.4% | -9.4% | -12.0% | -22.6% |
| 3M | -47.8% | -3.0% | -44.9% | -49.1% |
| 6M | -64.9% | +5.8% | -70.7% | -67.2% |
| All | -64.9% | +5.0% | -69.9% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling