+42.8%
IWM vs APLD
+201.5%
-158.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.7% | +10.1% | -3.7% |
| 7D | -4.6% | -27.0% | +22.4% | -2.9% |
| 30D | -3.7% | -44.1% | +40.4% | -0.7% |
| 3M | -9.4% | -52.6% | +43.2% | -5.8% |
| 6M | -3.6% | -64.5% | +60.8% | +1.1% |
| YTD | +10.8% | -42.2% | +53.0% | +12.2% |
| 1Y | +11.9% | -57.2% | +69.1% | +14.5% |
| 3Y | +60.6% | +159.5% | -99.0% | +38.9% |
| All | +42.8% | +201.5% | -158.7% | +12.6% |
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