-46.1%
APLD vs IWF
-9.3%
-36.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.5% | +5.9% |
| 7D | -12.7% | -5.0% | -7.7% | +2.3% |
| 30D | -34.7% | -13.2% | -21.5% | +2.6% |
| 3M | -46.1% | -9.4% | -36.7% | -25.1% |
| All | -46.1% | -9.3% | -36.8% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3mo: compounded portfolio wealth divided by compounded IWF 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…
3mo analysis · Full analysis span regression · Available span rolling