+431.5%
APLD vs IJR
+44.9%
+386.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -3.3% |
| 7D | -0.5% | -2.3% | +1.8% | +4.1% |
| 30D | -13.2% | -4.7% | -8.5% | -4.5% |
| 3M | -33.8% | +2.1% | -35.9% | -35.7% |
| 6M | -5.9% | +13.9% | -19.8% | -23.5% |
| YTD | +5.1% | +18.2% | -13.1% | -19.5% |
| 1Y | +51.8% | +21.8% | +30.0% | +9.1% |
| 3Y | +397.7% | +52.2% | +345.5% | +141.7% |
| All | +431.5% | +44.9% | +386.6% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling