-46.8%
APLD vs XME
+3.2%
-50.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.5% | +2.0% | -1.4% |
| 7D | +3.1% | +0.9% | +2.1% | +2.4% |
| 30D | -29.4% | -7.3% | -22.1% | -18.7% |
| 3M | -42.8% | -14.8% | -28.0% | -25.3% |
| 6M | -59.5% | -18.4% | -41.1% | -43.5% |
| YTD | -31.8% | -4.7% | -27.1% | -29.4% |
| All | -46.8% | +3.2% | -50.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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