+229.3%
APLD vs IJH
+51.5%
+177.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.5% |
| 7D | +2.7% | +2.3% | +0.4% | -1.9% |
| 30D | -21.4% | +2.1% | -23.5% | -23.7% |
| 3M | -47.8% | -5.7% | -42.2% | -39.3% |
| 6M | -64.9% | +1.4% | -66.3% | -64.4% |
| YTD | -34.9% | +12.6% | -47.5% | -44.8% |
| 1Y | -30.7% | +16.1% | -46.9% | -44.7% |
| 3Y | +305.3% | +57.8% | +247.5% | +82.8% |
| All | +229.3% | +51.5% | +177.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling