+229.3%
APLD vs XLRE
+6.0%
+223.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +0.8% | +1.9% | +1.7% |
| 30D | -21.4% | +6.9% | -28.4% | -28.8% |
| 3M | -47.8% | -0.8% | -47.0% | -47.5% |
| 6M | -64.9% | +2.1% | -67.0% | -66.9% |
| YTD | -34.9% | +12.6% | -47.5% | -46.0% |
| 1Y | -30.7% | +12.5% | -43.3% | -42.9% |
| 3Y | +305.3% | +44.2% | +261.1% | +125.7% |
| All | +229.3% | +6.0% | +223.3% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling