+446.5%
APLD vs XEL
+50.2%
+396.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +7.3% |
| 7D | +16.6% | +1.3% | +15.2% | +16.5% |
| 30D | -3.1% | -1.5% | -1.6% | -3.0% |
| 3M | -30.9% | -0.2% | -30.7% | -30.9% |
| 6M | +12.6% | -5.4% | +18.0% | +12.9% |
| YTD | +15.5% | +5.6% | +9.8% | +14.7% |
| 1Y | +103.5% | +10.5% | +93.1% | +100.6% |
| 3Y | +446.5% | +49.2% | +397.3% | +460.1% |
| All | +446.5% | +50.2% | +396.4% | +460.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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