-50.0%
APLD vs IWD
+28.1%
-78.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +10.9% |
| 7D | -12.7% | -0.5% | -12.3% | -11.6% |
| 30D | -34.7% | +2.7% | -37.4% | -40.4% |
| 3M | -46.1% | +0.9% | -47.0% | -48.3% |
| 6M | -64.9% | +10.5% | -75.4% | -76.4% |
| YTD | -36.6% | +23.7% | -60.3% | -70.6% |
| 1Y | -50.0% | +28.7% | -78.7% | -79.2% |
| All | -50.0% | +28.1% | -78.1% | -79.2% |
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