+446.5%
APLD vs MXL
+186.9%
+259.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.0% | +1.4% | +5.7% |
| 7D | +16.6% | +15.5% | +1.1% | +11.9% |
| 30D | -3.1% | -11.3% | +8.2% | -0.2% |
| 3M | -30.9% | -16.1% | -14.7% | -29.6% |
| 6M | +12.6% | +323.0% | -310.4% | -41.5% |
| YTD | +15.5% | +281.5% | -266.1% | -37.3% |
| 1Y | +103.5% | +319.3% | -215.8% | +6.0% |
| 3Y | +446.5% | +189.4% | +257.1% | +225.8% |
| All | +446.5% | +186.9% | +259.6% | +225.8% |
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