+244.7%
APLD vs XLC
+69.3%
+175.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.1% | +3.5% |
| 7D | +3.1% | +7.1% | -4.0% | -8.1% |
| 30D | -29.4% | -2.7% | -26.7% | -25.8% |
| 3M | -42.8% | -3.2% | -39.6% | -40.4% |
| 6M | -59.5% | -7.7% | -51.8% | -54.7% |
| YTD | -31.8% | -8.0% | -23.8% | -23.2% |
| 1Y | -46.0% | -3.1% | -43.0% | -44.4% |
| 3Y | +252.0% | +64.9% | +187.1% | +50.5% |
| All | +244.7% | +69.3% | +175.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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