+255.7%
APLD vs XEL
+50.4%
+205.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -6.3% | +1.7% | -8.1% | -6.4% |
| 30D | -29.6% | +8.6% | -38.2% | -29.9% |
| 3M | -42.6% | +5.1% | -47.7% | -42.8% |
| 6M | -59.6% | +2.5% | -62.1% | -59.7% |
| YTD | -32.0% | +11.0% | -43.0% | -32.6% |
| 1Y | -46.9% | +2.7% | -49.7% | -47.1% |
| 3Y | +255.7% | +49.7% | +205.9% | +270.9% |
| All | +255.7% | +50.4% | +205.3% | +270.9% |
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