+244.7%
APLD vs IWD
+73.7%
+171.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +2.4% |
| 7D | +3.1% | +1.3% | +1.8% | -0.1% |
| 30D | -29.4% | +3.6% | -33.0% | -35.5% |
| 3M | -42.8% | +2.3% | -45.1% | -46.3% |
| 6M | -59.5% | +13.0% | -72.5% | -70.5% |
| YTD | -31.8% | +26.2% | -58.0% | -61.1% |
| 1Y | -46.0% | +30.5% | -76.5% | -71.7% |
| 3Y | +252.0% | +86.2% | +165.8% | -24.6% |
| All | +244.7% | +73.7% | +171.1% | -7.4% |
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