-46.5%
APLD vs IWD
+33.0%
-79.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -14.7% |
| 7D | -18.5% | +2.5% | -21.1% | -25.4% |
| 30D | -32.8% | +6.0% | -38.7% | -45.0% |
| 3M | -46.9% | +3.8% | -50.6% | -53.7% |
| 6M | -53.4% | +16.3% | -69.7% | -74.0% |
| YTD | -32.3% | +27.5% | -59.7% | -72.3% |
| 1Y | -46.5% | +32.8% | -79.3% | -80.8% |
| All | -46.5% | +33.0% | -79.6% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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