-30.7%
APLD vs IJR
+19.9%
-50.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.7% |
| 7D | +2.7% | +2.2% | +0.5% | -2.5% |
| 30D | -21.4% | +3.8% | -25.3% | -28.4% |
| 3M | -47.8% | -5.7% | -42.1% | -38.2% |
| 6M | -64.9% | +4.6% | -69.5% | -67.4% |
| YTD | -34.9% | +18.0% | -52.8% | -52.3% |
| 1Y | -30.7% | +21.8% | -52.5% | -50.3% |
| All | -30.7% | +19.9% | -50.7% | -50.3% |
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