+373.4%
APLD vs IR
+9.5%
+364.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.8% |
| 7D | +4.1% | -2.8% | +6.9% | +6.4% |
| 30D | -11.7% | -15.1% | +3.4% | 0.0% |
| 3M | -40.3% | +6.1% | -46.3% | -43.9% |
| 6M | -8.0% | -16.8% | +8.9% | +5.6% |
| YTD | +7.5% | -3.5% | +11.1% | +10.5% |
| 1Y | +84.0% | -3.5% | +87.5% | +86.3% |
| All | +373.4% | +9.5% | +364.0% | +334.6% |
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