+220.6%
APLD vs IWD
+70.2%
+150.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +10.7% |
| 7D | -12.7% | -0.5% | -12.3% | -11.9% |
| 30D | -34.7% | +2.7% | -37.4% | -39.1% |
| 3M | -46.1% | +0.9% | -47.0% | -47.7% |
| 6M | -64.9% | +10.5% | -75.4% | -73.0% |
| YTD | -36.6% | +23.7% | -60.3% | -62.0% |
| 1Y | -50.0% | +28.7% | -78.7% | -72.9% |
| 3Y | +190.1% | +79.7% | +110.4% | -31.9% |
| All | +220.6% | +70.2% | +150.4% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling