-56.5%
APLD vs IRE
-98.0%
+41.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -33.9% | +19.3% | -2.4% |
| 7D | -27.0% | -57.1% | +30.1% | -4.1% |
| 30D | -44.1% | -84.4% | +40.4% | +2.1% |
| 3M | -52.6% | -85.0% | +32.4% | -16.0% |
| 6M | -64.5% | -95.2% | +30.8% | -20.9% |
| YTD | -42.2% | -93.9% | +51.7% | +2.3% |
| 1Y | -57.2% | -98.8% | +41.7% | +2.6% |
| All | -56.5% | -98.0% | +41.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling