+443.7%
APLD vs XLRE
+4.1%
+439.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.7% |
| 7D | +4.1% | -1.2% | +5.3% | +5.8% |
| 30D | -11.7% | -2.8% | -8.9% | -8.3% |
| 3M | -40.3% | -0.2% | -40.1% | -41.5% |
| 6M | -8.0% | +1.9% | -9.9% | -12.0% |
| YTD | +7.5% | +10.6% | -3.0% | -8.2% |
| 1Y | +84.0% | +8.8% | +75.2% | +58.9% |
| 3Y | +356.2% | +31.5% | +324.7% | +194.8% |
| All | +443.7% | +4.1% | +439.6% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling