+220.6%
APLD vs IR
+81.0%
+139.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.4% | +8.3% | +8.4% |
| 7D | -12.7% | +3.7% | -16.4% | -15.5% |
| 30D | -34.7% | +7.4% | -42.1% | -39.1% |
| 3M | -46.1% | -5.9% | -40.2% | -43.1% |
| 6M | -64.9% | +5.6% | -70.4% | -67.5% |
| YTD | -36.6% | +4.8% | -41.4% | -40.7% |
| 1Y | -50.0% | +6.9% | -56.9% | -54.5% |
| 3Y | +190.1% | +27.6% | +162.6% | +86.3% |
| All | +220.6% | +81.0% | +139.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling