-19.0%
APLD vs IRE
-84.4%
+65.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.0% | -12.2% | -3.1% |
| 7D | +4.1% | +54.8% | -50.7% | -11.6% |
| 30D | -11.7% | +18.4% | -30.1% | -20.0% |
| 3M | -40.3% | -66.7% | +26.5% | -24.8% |
| 6M | -8.0% | -52.3% | +44.4% | -9.8% |
| YTD | +7.5% | -52.3% | +59.9% | -2.6% |
| All | -19.0% | -84.4% | +65.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling