-64.9%
APLD vs IJR
+4.1%
-69.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.7% |
| 7D | +2.7% | +2.2% | +0.5% | -2.8% |
| 30D | -21.4% | +3.8% | -25.3% | -29.2% |
| 3M | -47.8% | -5.7% | -42.1% | -36.5% |
| 6M | -64.9% | +4.6% | -69.5% | -69.0% |
| All | -64.9% | +4.1% | -69.0% | -69.0% |
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 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