+269.3%
APLD vs IQV
+16.0%
+253.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +7.8% | +4.1% | +3.8% | +5.5% |
| 30D | -23.0% | +4.7% | -27.7% | -24.5% |
| 3M | -39.7% | +12.6% | -52.3% | -43.7% |
| 6M | -59.8% | +58.2% | -118.0% | -71.1% |
| YTD | -27.0% | +21.8% | -48.7% | -38.0% |
| 1Y | -37.3% | +25.6% | -62.9% | -48.4% |
| 3Y | +281.9% | +40.1% | +241.8% | +153.8% |
| All | +269.3% | +16.0% | +253.3% | +189.9% |
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