+229.3%
APLD vs IQV
+12.0%
+217.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.5% |
| 7D | +2.7% | -2.5% | +5.2% | +4.3% |
| 30D | -21.4% | +1.2% | -22.6% | -21.4% |
| 3M | -47.8% | +9.8% | -57.6% | -50.6% |
| 6M | -64.9% | +53.8% | -118.7% | -74.3% |
| YTD | -34.9% | +17.6% | -52.5% | -43.6% |
| 1Y | -30.7% | +18.6% | -49.3% | -40.7% |
| 3Y | +305.3% | +36.9% | +268.4% | +170.4% |
| All | +229.3% | +12.0% | +217.2% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling