+17.1%
IWM vs APLD
-41.0%
+58.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.1% |
| 7D | -0.3% | +7.8% | -8.2% | -1.3% |
| 30D | +1.9% | -23.0% | +24.8% | +4.0% |
| 3M | -5.7% | -39.7% | +34.0% | -1.6% |
| 6M | -0.3% | -59.8% | +59.5% | +7.5% |
| YTD | +15.8% | -27.0% | +42.7% | +14.7% |
| 1Y | +17.1% | -37.3% | +54.4% | +17.2% |
| All | +17.1% | -41.0% | +58.1% | +17.2% |
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