+403.2%
APLD vs IYR
+31.2%
+372.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.6% |
| 7D | +4.1% | -1.2% | +5.3% | +5.5% |
| 30D | -11.7% | -2.9% | -8.9% | -8.7% |
| 3M | -40.3% | +0.8% | -41.1% | -42.3% |
| 6M | -8.0% | +1.9% | -9.8% | -11.7% |
| YTD | +7.5% | +9.6% | -2.1% | -5.8% |
| 1Y | +84.0% | +8.1% | +75.9% | +62.4% |
| All | +403.2% | +31.2% | +372.0% | +232.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling