-30.7%
APLD vs MXL
+277.9%
-308.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -4.2% |
| 7D | +2.7% | +13.4% | -10.7% | -0.9% |
| 30D | -21.4% | -29.2% | +7.8% | -13.8% |
| 3M | -47.8% | -27.2% | -20.6% | -43.6% |
| 6M | -64.9% | -36.4% | -28.5% | -61.7% |
| YTD | -34.9% | +220.0% | -254.9% | -68.6% |
| 1Y | -30.7% | +304.8% | -335.5% | -72.6% |
| All | -30.7% | +277.9% | -308.7% | -72.6% |
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