+459.6%
APLD vs XHB
+67.0%
+392.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.7% |
| 7D | +9.0% | -1.9% | +10.9% | +10.8% |
| 30D | -6.6% | -8.3% | +1.7% | +1.1% |
| 3M | -35.2% | -7.1% | -28.1% | -31.2% |
| 6M | +0.4% | -5.3% | +5.7% | +5.9% |
| YTD | +10.7% | -3.2% | +13.9% | +14.5% |
| 1Y | +78.6% | -13.9% | +92.4% | +102.6% |
| 3Y | +423.9% | +24.9% | +399.0% | +283.3% |
| All | +459.6% | +67.0% | +392.6% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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