+269.3%
APLD vs IJR
+46.4%
+222.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +5.8% |
| 7D | +7.8% | -0.4% | +8.3% | +9.9% |
| 30D | -23.0% | +3.5% | -26.5% | -27.3% |
| 3M | -39.7% | -3.8% | -35.9% | -34.2% |
| 6M | -59.8% | +4.3% | -64.1% | -61.8% |
| YTD | -27.0% | +19.4% | -46.4% | -44.5% |
| 1Y | -37.3% | +20.5% | -57.9% | -53.1% |
| 3Y | +281.9% | +63.0% | +218.8% | +60.9% |
| All | +269.3% | +46.4% | +222.9% | +91.2% |
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