-46.5%
APLD vs IYR
+12.4%
-58.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.9% | -7.3% |
| 7D | -18.5% | +6.9% | -25.5% | -20.1% |
| 30D | -32.8% | +10.2% | -43.0% | -35.5% |
| 3M | -46.9% | -0.3% | -46.6% | -46.1% |
| 6M | -53.4% | +3.6% | -57.0% | -55.4% |
| YTD | -32.3% | +12.5% | -44.7% | -38.6% |
| 1Y | -46.5% | +12.4% | -59.0% | -51.5% |
| All | -46.5% | +12.4% | -58.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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