+190.1%
APLD vs IWF
+65.2%
+124.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.5% | +6.7% |
| 7D | -12.7% | -5.0% | -7.7% | -0.2% |
| 30D | -34.7% | -13.2% | -21.5% | -5.8% |
| 3M | -46.1% | -9.4% | -36.7% | -29.1% |
| 6M | -64.9% | -8.6% | -56.3% | -53.3% |
| YTD | -36.6% | -5.3% | -31.3% | -19.9% |
| 1Y | -50.0% | -5.0% | -45.0% | -36.0% |
| 3Y | +190.1% | +64.6% | +125.5% | +63.1% |
| All | +190.1% | +65.2% | +124.9% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling