-46.5%
APLD vs MXL
+276.5%
-323.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.1% | +4.4% | -3.7% |
| 7D | -18.5% | -24.3% | +5.8% | -12.0% |
| 30D | -32.8% | -46.1% | +13.4% | -21.1% |
| 3M | -46.9% | -21.8% | -25.1% | -43.5% |
| 6M | -53.4% | -27.2% | -26.2% | -50.4% |
| YTD | -32.3% | +226.2% | -258.4% | -70.1% |
| 1Y | -46.5% | +297.0% | -343.5% | -81.4% |
| All | -46.5% | +276.5% | -323.0% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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