+244.7%
APLD vs XHB
+79.3%
+165.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +4.3% |
| 7D | +3.1% | +1.3% | +1.8% | +1.5% |
| 30D | -29.4% | +11.8% | -41.2% | -37.3% |
| 3M | -42.8% | -3.8% | -38.9% | -41.5% |
| 6M | -59.5% | +4.1% | -63.6% | -61.7% |
| YTD | -31.8% | +4.0% | -35.8% | -34.8% |
| 1Y | -46.0% | +1.6% | -47.6% | -47.6% |
| 3Y | +252.0% | +43.2% | +208.8% | +120.9% |
| All | +244.7% | +79.3% | +165.4% | +67.4% |
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