+243.9%
APLD vs IWD
+73.7%
+170.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.3% | +1.6% | -7.9% | -9.9% |
| 30D | -29.6% | +3.6% | -33.1% | -35.7% |
| 3M | -42.6% | +2.0% | -44.6% | -45.7% |
| 6M | -59.6% | +13.1% | -72.6% | -70.6% |
| YTD | -32.0% | +26.2% | -58.2% | -61.2% |
| 1Y | -46.9% | +29.6% | -76.5% | -71.7% |
| 3Y | +255.7% | +84.3% | +171.3% | -21.6% |
| All | +243.9% | +73.7% | +170.2% | -7.7% |
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