+44.2%
IWM vs APLD
+230.9%
-186.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.7% | -8.7% | +0.4% |
| 7D | -2.0% | -12.7% | +10.7% | -1.4% |
| 30D | -1.5% | -34.7% | +33.2% | +0.7% |
| 3M | -8.0% | -46.1% | +38.1% | -5.1% |
| 6M | -4.1% | -64.9% | +60.7% | +0.7% |
| YTD | +11.9% | -36.6% | +48.5% | +12.7% |
| 1Y | +15.0% | -50.0% | +65.0% | +16.7% |
| 3Y | +64.2% | +190.1% | -125.9% | +41.2% |
| All | +44.2% | +230.9% | -186.7% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling