-46.5%
APLD vs IJR
+24.2%
-70.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.1% | -10.2% |
| 7D | -18.5% | +2.3% | -20.8% | -23.8% |
| 30D | -32.8% | +2.8% | -35.6% | -37.7% |
| 3M | -46.9% | -4.6% | -42.3% | -39.4% |
| 6M | -53.4% | +5.7% | -59.0% | -58.6% |
| YTD | -32.3% | +19.9% | -52.2% | -55.5% |
| 1Y | -46.5% | +24.2% | -70.7% | -67.2% |
| All | -46.5% | +24.2% | -70.7% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling