+431.5%
APLD vs IJH
+51.2%
+380.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -3.0% |
| 7D | -0.5% | -2.5% | +2.0% | +5.1% |
| 30D | -13.2% | -5.0% | -8.1% | -2.6% |
| 3M | -33.8% | +0.5% | -34.3% | -33.6% |
| 6M | -5.9% | +8.2% | -14.1% | -16.7% |
| YTD | +5.1% | +12.5% | -7.3% | -12.5% |
| 1Y | +51.8% | +14.4% | +37.4% | +21.6% |
| 3Y | +397.7% | +49.5% | +348.2% | +148.7% |
| All | +431.5% | +51.2% | +380.3% | +148.7% |
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