+443.7%
APLD vs XLB
+29.5%
+414.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.4% |
| 7D | +4.1% | -1.4% | +5.5% | +6.8% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | -40.3% | +2.0% | -42.2% | -43.3% |
| 6M | -8.0% | +1.8% | -9.8% | -10.4% |
| YTD | +7.5% | +16.6% | -9.0% | -17.6% |
| 1Y | +84.0% | +16.9% | +67.1% | +37.4% |
| 3Y | +356.2% | +32.6% | +323.7% | +183.0% |
| All | +443.7% | +29.5% | +414.2% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling