+244.7%
APLD vs IT
-33.9%
+278.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.4% |
| 7D | +3.1% | -18.8% | +21.9% | +6.1% |
| 30D | -29.4% | -0.1% | -29.3% | -30.5% |
| 3M | -42.8% | +2.9% | -45.7% | -44.6% |
| 6M | -59.5% | +20.4% | -79.9% | -63.4% |
| YTD | -31.8% | -24.3% | -7.5% | -25.1% |
| 1Y | -46.0% | -17.2% | -28.9% | -44.7% |
| 3Y | +252.0% | -52.4% | +304.4% | +397.3% |
| All | +244.7% | -33.9% | +278.7% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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