+407.1%
APLD vs XLY
+35.2%
+371.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.0% |
| 7D | +0.2% | -1.7% | +1.9% | +3.1% |
| 30D | -15.2% | -4.2% | -11.0% | -9.3% |
| 3M | -36.3% | -2.7% | -33.6% | -34.4% |
| 6M | -7.4% | -0.6% | -6.7% | -5.7% |
| YTD | +7.7% | -5.0% | +12.8% | +19.6% |
| 1Y | +53.8% | -4.1% | +57.9% | +66.4% |
| 3Y | +407.1% | +33.6% | +373.5% | +204.3% |
| All | +407.1% | +35.2% | +371.9% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling