+459.6%
APLD vs IJR
+46.2%
+413.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -2.1% |
| 7D | +9.0% | -1.1% | +10.1% | +11.3% |
| 30D | -6.6% | -3.6% | -3.0% | +0.4% |
| 3M | -35.2% | +2.3% | -37.6% | -37.3% |
| 6M | +0.4% | +14.3% | -13.9% | -19.1% |
| YTD | +10.7% | +19.3% | -8.6% | -16.8% |
| 1Y | +78.6% | +22.6% | +55.9% | +26.6% |
| 3Y | +423.9% | +53.5% | +370.4% | +150.0% |
| All | +459.6% | +46.2% | +413.4% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling