+373.4%
APLD vs IWD
+70.7%
+302.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +3.5% |
| 7D | +4.1% | -0.3% | +4.3% | +4.8% |
| 30D | -11.7% | +0.6% | -12.3% | -13.3% |
| 3M | -40.3% | +7.2% | -47.5% | -50.1% |
| 6M | -8.0% | +16.2% | -24.2% | -35.6% |
| YTD | +7.5% | +23.3% | -15.8% | -33.6% |
| 1Y | +84.0% | +29.6% | +54.5% | +0.8% |
| All | +373.4% | +70.7% | +302.8% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling