+103.5%
APLD vs IRM
+31.5%
+72.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +8.2% |
| 7D | +16.6% | +1.6% | +14.9% | +14.0% |
| 30D | -3.1% | -4.2% | +1.1% | +2.3% |
| 3M | -30.9% | -5.4% | -25.5% | -25.4% |
| 6M | +12.6% | +12.0% | +0.6% | -0.3% |
| YTD | +15.5% | +42.0% | -26.6% | -24.1% |
| 1Y | +103.5% | +29.9% | +73.7% | +44.7% |
| All | +103.5% | +31.5% | +72.0% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling