+249.5%
APLD vs IWD
+73.7%
+175.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.3% |
| 7D | +19.6% | +1.7% | +17.9% | +14.9% |
| 30D | -24.5% | +3.2% | -27.7% | -30.3% |
| 3M | -45.6% | +2.3% | -47.9% | -48.8% |
| 6M | -61.4% | +12.9% | -74.4% | -71.9% |
| YTD | -30.9% | +26.2% | -57.1% | -60.6% |
| 1Y | -35.8% | +28.3% | -64.1% | -64.8% |
| 3Y | +261.4% | +84.4% | +177.0% | -20.4% |
| All | +249.5% | +73.7% | +175.7% | -6.1% |
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