+220.6%
APLD vs XLP
+29.7%
+190.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.3% | +11.0% | +10.1% |
| 7D | -12.7% | +0.7% | -13.5% | -13.1% |
| 30D | -34.7% | +10.3% | -44.9% | -37.7% |
| 3M | -46.1% | +6.5% | -52.7% | -47.9% |
| 6M | -64.9% | +8.4% | -73.2% | -67.0% |
| YTD | -36.6% | +18.2% | -54.8% | -44.4% |
| 1Y | -50.0% | +22.4% | -72.4% | -57.8% |
| 3Y | +190.1% | +41.9% | +148.2% | +92.3% |
| All | +220.6% | +29.7% | +190.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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