+243.9%
APLD vs IT
-34.6%
+278.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -6.3% | -7.5% | +1.1% | -5.2% |
| 30D | -29.6% | -1.2% | -28.4% | -30.5% |
| 3M | -42.6% | -2.2% | -40.4% | -43.8% |
| 6M | -59.6% | +19.1% | -78.6% | -63.4% |
| YTD | -32.0% | -25.1% | -6.9% | -25.1% |
| 1Y | -46.9% | -17.4% | -29.6% | -45.9% |
| 3Y | +255.7% | -54.1% | +309.8% | +420.3% |
| All | +243.9% | -34.6% | +278.6% | +106.4% |
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