+192.2%
APLD vs XLP
+31.4%
+160.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.8% | -13.9% | -14.5% |
| 7D | -27.0% | +3.5% | -30.5% | -27.9% |
| 30D | -44.1% | +11.6% | -55.6% | -46.8% |
| 3M | -52.6% | +7.6% | -60.2% | -54.2% |
| 6M | -64.5% | +10.0% | -74.5% | -66.8% |
| YTD | -42.2% | +19.7% | -61.9% | -49.5% |
| 1Y | -57.2% | +23.5% | -80.6% | -63.8% |
| 3Y | +159.5% | +44.0% | +115.6% | +71.1% |
| All | +192.2% | +31.4% | +160.7% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling