+229.3%
APLD vs QXO
-32.3%
+261.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -5.7% |
| 7D | +2.7% | +9.0% | -6.3% | +2.2% |
| 30D | -21.4% | +22.0% | -43.4% | -22.4% |
| 3M | -47.8% | -15.4% | -32.5% | -47.4% |
| 6M | -64.9% | -26.0% | -38.9% | -64.3% |
| YTD | -34.9% | -34.7% | -0.2% | -33.3% |
| 1Y | -30.7% | -28.0% | -2.8% | -29.3% |
| 3Y | +305.3% | -47.0% | +352.4% | +287.7% |
| All | +229.3% | -32.3% | +261.6% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling