-52.2%
APLD vs IRE
-97.2%
+45.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +39.6% | -29.8% | -4.5% |
| 7D | -12.7% | -27.2% | +14.5% | -6.7% |
| 30D | -34.7% | -75.1% | +40.4% | -1.0% |
| 3M | -46.1% | -77.9% | +31.7% | -18.4% |
| 6M | -64.9% | -94.6% | +29.7% | -26.1% |
| YTD | -36.6% | -91.5% | +55.0% | -2.2% |
| 1Y | -50.0% | -97.8% | +47.9% | -0.9% |
| All | -52.2% | -97.2% | +45.0% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling