+446.5%
APLD vs IJR
+54.5%
+392.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +8.7% |
| 7D | +16.6% | +0.9% | +15.6% | +14.6% |
| 30D | -3.1% | -3.1% | 0.0% | +2.7% |
| 3M | -30.9% | +4.4% | -35.3% | -35.2% |
| 6M | +12.6% | +16.1% | -3.5% | -9.9% |
| YTD | +15.5% | +20.6% | -5.1% | -12.4% |
| 1Y | +103.5% | +22.9% | +80.7% | +49.1% |
| 3Y | +446.5% | +55.2% | +391.3% | +185.0% |
| All | +446.5% | +54.5% | +392.0% | +185.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling