+84.0%
APLD vs XLY
-0.5%
+84.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +3.7% |
| 7D | +4.1% | -2.0% | +6.0% | +7.2% |
| 30D | -11.7% | -3.1% | -8.6% | -7.9% |
| 3M | -40.3% | -1.8% | -38.5% | -38.8% |
| 6M | -8.0% | -0.9% | -7.1% | -7.9% |
| YTD | +7.5% | -3.4% | +10.9% | +12.5% |
| 1Y | +84.0% | -1.5% | +85.5% | +101.2% |
| All | +84.0% | -0.5% | +84.5% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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