+192.2%
APLD vs IONS
-2.0%
+194.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.4% | -11.3% | -13.2% |
| 7D | -27.0% | -12.6% | -14.4% | -22.3% |
| 30D | -44.1% | -11.8% | -32.3% | -40.7% |
| 3M | -52.6% | -28.4% | -24.2% | -45.4% |
| 6M | -64.5% | -48.4% | -16.0% | -54.3% |
| YTD | -42.2% | -51.0% | +8.7% | -23.7% |
| 1Y | -57.2% | -48.0% | -9.1% | -44.9% |
| 3Y | +159.5% | -17.8% | +177.3% | +156.1% |
| All | +192.2% | -2.0% | +194.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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