-35.8%
APLD vs IYR
+8.9%
-44.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.2% |
| 7D | +19.6% | -0.1% | +19.7% | +19.7% |
| 30D | -24.5% | +5.7% | -30.2% | -26.1% |
| 3M | -45.6% | -0.6% | -45.0% | -44.8% |
| 6M | -61.4% | +0.5% | -61.9% | -62.2% |
| YTD | -30.9% | +10.4% | -41.3% | -37.3% |
| 1Y | -35.8% | +9.2% | -45.0% | -40.5% |
| All | -35.8% | +8.9% | -44.8% | -40.5% |
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