+443.7%
APLD vs IJR
+48.9%
+394.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.1% |
| 7D | +4.1% | -0.2% | +4.2% | +4.5% |
| 30D | -11.7% | -2.4% | -9.3% | -7.2% |
| 3M | -40.3% | +3.9% | -44.2% | -43.7% |
| 6M | -8.0% | +12.4% | -20.4% | -23.3% |
| YTD | +7.5% | +21.5% | -13.9% | -21.9% |
| 1Y | +84.0% | +24.0% | +60.0% | +27.6% |
| 3Y | +356.2% | +49.7% | +306.5% | +130.8% |
| All | +443.7% | +48.9% | +394.8% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling