+459.6%
APLD vs MXL
+56.8%
+402.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.7% | -6.5% |
| 7D | +9.0% | +19.0% | -10.0% | +2.8% |
| 30D | -6.6% | +4.5% | -11.1% | -8.4% |
| 3M | -35.2% | -1.5% | -33.7% | -37.4% |
| 6M | +0.4% | +348.6% | -348.2% | -53.7% |
| YTD | +10.7% | +310.3% | -299.6% | -46.9% |
| 1Y | +78.6% | +344.7% | -266.2% | -17.8% |
| 3Y | +423.9% | +211.2% | +212.8% | +140.5% |
| All | +459.6% | +56.8% | +402.8% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling