+229.3%
APLD vs XLP
+33.0%
+196.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -6.2% |
| 7D | +2.7% | +2.5% | +0.2% | +2.0% |
| 30D | -21.4% | +7.3% | -28.7% | -23.7% |
| 3M | -47.8% | +8.1% | -55.9% | -49.7% |
| 6M | -64.9% | +10.5% | -75.4% | -67.1% |
| YTD | -34.9% | +21.2% | -56.0% | -43.3% |
| 1Y | -30.7% | +22.7% | -53.5% | -40.7% |
| 3Y | +305.3% | +44.8% | +260.5% | +168.8% |
| All | +229.3% | +33.0% | +196.3% | +126.9% |
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