+164.4%
APLD vs IWD
+79.4%
+85.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.6% | -12.1% | -8.3% |
| 7D | -27.0% | -0.9% | -26.1% | -25.2% |
| 30D | -44.1% | +2.6% | -46.7% | -47.6% |
| 3M | -52.6% | +1.2% | -53.8% | -54.2% |
| 6M | -64.5% | +12.1% | -76.6% | -73.3% |
| YTD | -42.2% | +24.1% | -66.4% | -64.8% |
| 1Y | -57.2% | +28.5% | -85.7% | -75.8% |
| All | +164.4% | +79.4% | +85.0% | -47.6% |
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