-59.8%
APLD vs IJR
+3.3%
-63.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +5.2% |
| 7D | +7.8% | -0.4% | +8.3% | +10.3% |
| 30D | -23.0% | +3.5% | -26.5% | -29.5% |
| 3M | -39.7% | -3.8% | -35.9% | -31.2% |
| 6M | -59.8% | +4.3% | -64.1% | -63.3% |
| All | -59.8% | +3.3% | -63.1% | -63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling