+229.3%
APLD vs IR
+85.6%
+143.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.5% |
| 7D | +2.7% | +2.5% | +0.2% | +0.3% |
| 30D | -21.4% | +9.2% | -30.6% | -27.9% |
| 3M | -47.8% | +0.9% | -48.8% | -48.6% |
| 6M | -64.9% | +19.2% | -84.1% | -71.3% |
| YTD | -34.9% | +7.5% | -42.3% | -40.5% |
| 1Y | -30.7% | +11.7% | -42.5% | -39.9% |
| 3Y | +305.3% | +23.9% | +281.4% | +175.3% |
| All | +229.3% | +85.6% | +143.7% | -2.1% |
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