+459.6%
APLD vs IYR
+4.0%
+455.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -2.6% |
| 7D | +9.0% | -0.9% | +9.9% | +10.4% |
| 30D | -6.6% | -2.4% | -4.2% | -3.4% |
| 3M | -35.2% | -2.0% | -33.2% | -34.8% |
| 6M | +0.4% | +2.5% | -2.1% | -5.3% |
| YTD | +10.7% | +8.3% | +2.4% | -3.6% |
| 1Y | +78.6% | +6.5% | +72.1% | +57.7% |
| 3Y | +423.9% | +29.3% | +394.6% | +237.9% |
| All | +459.6% | +4.0% | +455.6% | +495.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling