+220.6%
APLD vs IRM
+123.3%
+97.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.0% | +8.8% | +8.7% |
| 7D | -12.7% | -8.6% | -4.1% | -3.1% |
| 30D | -34.7% | -8.0% | -26.7% | -27.8% |
| 3M | -46.1% | -12.0% | -34.1% | -37.2% |
| 6M | -64.9% | -18.2% | -46.7% | -55.3% |
| YTD | -36.6% | +31.4% | -67.9% | -50.3% |
| 1Y | -50.0% | +9.2% | -59.1% | -52.5% |
| 3Y | +190.1% | +94.6% | +95.5% | +44.3% |
| All | +220.6% | +123.3% | +97.3% | +27.8% |
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