+84.0%
APLD vs XLRE
+9.1%
+74.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +4.1% | -1.2% | +5.3% | +4.5% |
| 30D | -11.7% | -2.8% | -8.9% | -10.9% |
| 3M | -40.3% | -0.2% | -40.1% | -41.5% |
| 6M | -8.0% | +1.9% | -9.9% | -13.6% |
| YTD | +7.5% | +10.6% | -3.0% | +1.7% |
| 1Y | +84.0% | +8.8% | +75.2% | +81.1% |
| All | +84.0% | +9.1% | +74.9% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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