+55.5%
IWM vs APLD
+461.1%
-405.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +0.1% | +4.1% | -4.0% | -0.1% |
| 30D | -1.3% | -11.7% | +10.5% | -0.6% |
| 3M | +1.6% | -40.3% | +41.9% | +4.1% |
| 6M | +13.6% | -8.0% | +21.5% | +12.9% |
| YTD | +20.8% | +7.5% | +13.2% | +18.4% |
| 1Y | +26.4% | +84.0% | -57.6% | +19.6% |
| 3Y | +60.7% | +356.2% | -295.5% | +34.7% |
| All | +55.5% | +461.1% | -405.5% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling