+255.7%
APLD vs MXL
+231.7%
+24.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.9% |
| 7D | -6.3% | -15.9% | +9.5% | -1.4% |
| 30D | -29.6% | -44.0% | +14.5% | -16.1% |
| 3M | -42.6% | -21.3% | -21.3% | -38.6% |
| 6M | -59.6% | -46.1% | -13.5% | -53.7% |
| YTD | -32.0% | +208.8% | -240.8% | -60.8% |
| 1Y | -46.9% | +255.5% | -302.5% | -70.8% |
| 3Y | +255.7% | +223.3% | +32.3% | +57.7% |
| All | +255.7% | +231.7% | +24.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling