+59.8%
APLD vs IJR
+22.4%
+37.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -1.8% |
| 7D | +9.0% | -1.1% | +10.1% | +11.5% |
| 30D | -6.6% | -3.6% | -3.0% | +1.3% |
| 3M | -35.2% | +2.3% | -37.6% | -37.2% |
| 6M | +0.4% | +14.3% | -13.9% | -19.8% |
| YTD | +10.7% | +19.3% | -8.6% | -14.1% |
| All | +59.8% | +22.4% | +37.4% | +24.7% |
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