+269.3%
APLD vs IR
+85.6%
+183.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.3% |
| 7D | +7.8% | +1.1% | +6.8% | +7.3% |
| 30D | -23.0% | +7.6% | -30.5% | -28.2% |
| 3M | -39.7% | +0.1% | -39.8% | -40.0% |
| 6M | -59.8% | +14.0% | -73.8% | -65.6% |
| YTD | -27.0% | +7.5% | -34.4% | -33.3% |
| 1Y | -37.3% | +10.1% | -47.4% | -44.6% |
| 3Y | +281.9% | +24.9% | +257.0% | +156.1% |
| All | +269.3% | +85.6% | +183.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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