+255.7%
APLD vs IR
+28.5%
+227.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.7% |
| 7D | -6.3% | +1.5% | -7.9% | -7.0% |
| 30D | -29.6% | +9.0% | -38.6% | -33.8% |
| 3M | -42.6% | -0.9% | -41.7% | -42.2% |
| 6M | -59.6% | +13.4% | -73.0% | -63.9% |
| YTD | -32.0% | +8.5% | -40.4% | -36.0% |
| 1Y | -46.9% | +11.3% | -58.2% | -51.2% |
| 3Y | +255.7% | +26.0% | +229.7% | +238.7% |
| All | +255.7% | +28.5% | +227.1% | +238.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling