+220.6%
APLD vs XLB
+28.9%
+191.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.5% | +11.0% |
| 7D | -12.7% | -1.5% | -11.2% | -11.0% |
| 30D | -34.7% | +6.1% | -40.8% | -42.2% |
| 3M | -46.1% | 0.0% | -46.2% | -47.2% |
| 6M | -64.9% | 0.0% | -64.8% | -65.5% |
| YTD | -36.6% | +16.0% | -52.6% | -51.6% |
| 1Y | -50.0% | +24.7% | -74.7% | -67.0% |
| 3Y | +190.1% | +40.4% | +149.8% | +57.2% |
| All | +220.6% | +28.9% | +191.7% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling