+220.6%
APLD vs XLC
+65.3%
+155.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.3% | +9.0% |
| 7D | -12.7% | +4.9% | -17.6% | -19.7% |
| 30D | -34.7% | -5.8% | -28.9% | -27.7% |
| 3M | -46.1% | -5.4% | -40.7% | -41.7% |
| 6M | -64.9% | -10.2% | -54.7% | -58.9% |
| YTD | -36.6% | -10.2% | -26.4% | -25.8% |
| 1Y | -50.0% | -5.6% | -44.4% | -46.2% |
| 3Y | +190.1% | +61.0% | +129.1% | +28.9% |
| All | +220.6% | +65.3% | +155.3% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling