+249.5%
APLD vs IYR
+6.0%
+243.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -4.5% |
| 7D | +19.6% | -0.1% | +19.7% | +19.9% |
| 30D | -24.5% | +5.7% | -30.2% | -30.8% |
| 3M | -45.6% | -0.6% | -45.0% | -45.5% |
| 6M | -61.4% | +0.5% | -61.9% | -63.0% |
| YTD | -30.9% | +10.4% | -41.3% | -41.9% |
| 1Y | -35.8% | +9.2% | -45.0% | -45.3% |
| 3Y | +261.4% | +40.5% | +220.9% | +101.9% |
| All | +249.5% | +6.0% | +243.5% | +259.3% |
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