+444.7%
APLD vs QXO
-33.9%
+478.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +0.2% | -7.8% | +8.0% | +0.7% |
| 30D | -15.2% | -18.1% | +2.9% | -14.2% |
| 3M | -36.3% | -25.8% | -10.5% | -35.2% |
| 6M | -7.4% | -41.7% | +34.4% | -4.6% |
| YTD | +7.7% | -36.2% | +43.9% | +10.7% |
| 1Y | +53.8% | -42.1% | +95.9% | +58.5% |
| 3Y | +407.1% | -46.2% | +453.3% | +385.8% |
| All | +444.7% | -33.9% | +478.6% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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