+26.4%
IWM vs APLD
+85.3%
-58.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +0.1% | +4.1% | -4.0% | -0.3% |
| 30D | -1.3% | -11.7% | +10.5% | -0.3% |
| 3M | +1.6% | -40.3% | +41.9% | +5.7% |
| 6M | +13.6% | -8.0% | +21.5% | +12.3% |
| YTD | +20.8% | +7.5% | +13.2% | +17.4% |
| 1Y | +26.4% | +84.0% | -57.6% | +25.3% |
| All | +26.4% | +85.3% | -58.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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