+444.7%
APLD vs IJH
+52.4%
+392.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +0.8% |
| 7D | +0.2% | -1.9% | +2.0% | +4.4% |
| 30D | -15.2% | -4.6% | -10.5% | -5.7% |
| 3M | -36.3% | -1.2% | -35.1% | -33.8% |
| 6M | -7.4% | +9.4% | -16.8% | -19.9% |
| YTD | +7.7% | +13.3% | -5.6% | -11.8% |
| 1Y | +53.8% | +13.4% | +40.4% | +25.4% |
| 3Y | +407.1% | +50.4% | +356.7% | +150.0% |
| All | +444.7% | +52.4% | +392.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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