+483.7%
APLD vs IRM
+141.5%
+342.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +8.1% |
| 7D | +16.6% | +1.6% | +14.9% | +14.4% |
| 30D | -3.1% | -4.2% | +1.1% | +1.5% |
| 3M | -30.9% | -5.4% | -25.5% | -26.1% |
| 6M | +12.6% | +12.0% | +0.6% | +2.0% |
| YTD | +15.5% | +42.0% | -26.6% | -18.1% |
| 1Y | +103.5% | +29.9% | +73.7% | +59.3% |
| 3Y | +446.5% | +104.4% | +342.2% | +154.5% |
| All | +483.7% | +141.5% | +342.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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