-35.8%
APLD vs XLP
+20.7%
-56.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.9% |
| 7D | +19.6% | -0.2% | +19.8% | +19.3% |
| 30D | -24.5% | +8.2% | -32.6% | -16.4% |
| 3M | -45.6% | +7.7% | -53.3% | -39.9% |
| 6M | -61.4% | +9.3% | -70.7% | -57.0% |
| YTD | -30.9% | +19.5% | -50.4% | -17.1% |
| 1Y | -35.8% | +21.0% | -56.8% | -22.4% |
| All | -35.8% | +20.7% | -56.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling