+483.7%
APLD vs QXO
-28.8%
+512.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.4% |
| 7D | +16.6% | +2.9% | +13.7% | +16.4% |
| 30D | -3.1% | -18.0% | +14.9% | -2.0% |
| 3M | -30.9% | -14.7% | -16.1% | -30.3% |
| 6M | +12.6% | -39.2% | +51.8% | +15.7% |
| YTD | +15.5% | -31.3% | +46.8% | +18.1% |
| 1Y | +103.5% | -39.7% | +143.2% | +109.0% |
| 3Y | +446.5% | -41.5% | +488.1% | +421.2% |
| All | +483.7% | -28.8% | +512.5% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling