+243.9%
APLD vs MXL
+18.0%
+225.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.0% |
| 7D | -6.3% | -15.9% | +9.5% | -0.8% |
| 30D | -29.6% | -44.0% | +14.5% | -14.4% |
| 3M | -42.6% | -21.3% | -21.3% | -38.4% |
| 6M | -59.6% | -46.1% | -13.5% | -53.1% |
| YTD | -32.0% | +208.8% | -240.8% | -64.3% |
| 1Y | -46.9% | +255.5% | -302.5% | -73.5% |
| 3Y | +255.7% | +223.3% | +32.3% | +54.0% |
| All | +243.9% | +18.0% | +225.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling