+446.5%
APLD vs XLRE
+31.7%
+414.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +16.6% | -0.3% | +16.9% | +16.9% |
| 30D | -3.1% | -2.4% | -0.7% | -0.5% |
| 3M | -30.9% | +0.6% | -31.4% | -32.7% |
| 6M | +12.6% | +3.9% | +8.7% | +5.5% |
| YTD | +15.5% | +10.5% | +5.0% | +0.9% |
| 1Y | +103.5% | +8.4% | +95.1% | +80.5% |
| 3Y | +446.5% | +32.8% | +413.7% | +256.9% |
| All | +446.5% | +31.7% | +414.8% | +256.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling