+192.2%
APLD vs IR
+78.5%
+113.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.8% | -11.9% | -12.0% |
| 7D | -27.0% | +2.3% | -29.3% | -28.5% |
| 30D | -44.1% | +3.3% | -47.4% | -45.8% |
| 3M | -52.6% | -9.0% | -43.5% | -48.2% |
| 6M | -64.5% | +8.0% | -72.5% | -67.9% |
| YTD | -42.2% | +3.4% | -45.6% | -45.3% |
| 1Y | -57.2% | +4.5% | -61.7% | -60.2% |
| 3Y | +159.5% | +25.6% | +133.9% | +69.1% |
| All | +192.2% | +78.5% | +113.6% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling