+229.3%
APLD vs XLB
+29.6%
+199.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.4% |
| 7D | +2.7% | +0.5% | +2.2% | +2.0% |
| 30D | -21.4% | +5.2% | -26.6% | -29.0% |
| 3M | -47.8% | +0.3% | -48.2% | -48.9% |
| 6M | -64.9% | +1.2% | -66.1% | -66.3% |
| YTD | -34.9% | +16.6% | -51.5% | -50.6% |
| 1Y | -30.7% | +21.4% | -52.2% | -51.7% |
| 3Y | +305.3% | +43.2% | +262.1% | +111.8% |
| All | +229.3% | +29.6% | +199.7% | +122.4% |
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