-46.5%
APLD vs IVZ
+30.5%
-77.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -11.4% |
| 7D | -18.5% | +2.6% | -21.2% | -21.1% |
| 30D | -32.8% | -3.5% | -29.3% | -29.9% |
| 3M | -46.9% | -7.4% | -39.5% | -42.2% |
| 6M | -53.4% | +14.7% | -68.1% | -59.6% |
| YTD | -32.3% | +14.6% | -46.9% | -47.0% |
| 1Y | -46.5% | +30.7% | -77.2% | -62.9% |
| All | -46.5% | +30.5% | -77.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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