+46.2%
IWM vs APLD
+239.8%
-193.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | 0.0% |
| 7D | +1.4% | +2.7% | -1.3% | +1.2% |
| 30D | +2.3% | -21.4% | +23.7% | +3.4% |
| 3M | -8.3% | -47.8% | +39.5% | -5.3% |
| 6M | -1.3% | -64.9% | +63.6% | +3.6% |
| YTD | +13.5% | -34.9% | +48.4% | +14.0% |
| 1Y | +18.4% | -30.7% | +49.1% | +18.2% |
| 3Y | +69.6% | +305.3% | -235.7% | +43.5% |
| All | +46.2% | +239.8% | -193.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling