+244.7%
APLD vs XLB
+31.4%
+213.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +4.1% |
| 7D | +3.1% | -1.4% | +4.4% | +5.5% |
| 30D | -29.4% | +7.1% | -36.5% | -38.4% |
| 3M | -42.8% | +0.6% | -43.4% | -44.3% |
| 6M | -59.5% | +3.5% | -62.9% | -62.7% |
| YTD | -31.8% | +18.2% | -50.0% | -49.6% |
| 1Y | -46.0% | +25.6% | -71.6% | -64.7% |
| 3Y | +252.0% | +46.7% | +205.3% | +75.5% |
| All | +244.7% | +31.4% | +213.4% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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