+243.9%
APLD vs XLB
+31.1%
+212.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | +0.1% |
| 7D | -6.3% | +0.5% | -6.8% | -7.0% |
| 30D | -29.6% | +6.9% | -36.5% | -38.4% |
| 3M | -42.6% | -0.2% | -42.4% | -43.3% |
| 6M | -59.6% | +3.3% | -62.9% | -62.6% |
| YTD | -32.0% | +18.0% | -50.0% | -49.6% |
| 1Y | -46.9% | +24.2% | -71.2% | -64.6% |
| 3Y | +255.7% | +44.7% | +210.9% | +82.3% |
| All | +243.9% | +31.1% | +212.8% | +127.1% |
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