+305.3%
APLD vs XME
+93.2%
+212.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -3.4% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | -21.4% | -6.1% | -15.3% | -11.8% |
| 3M | -47.8% | -18.6% | -29.2% | -27.8% |
| 6M | -64.9% | -23.9% | -41.0% | -46.0% |
| YTD | -34.9% | -9.3% | -25.5% | -19.7% |
| 1Y | -30.7% | +1.8% | -32.5% | -27.0% |
| 3Y | +305.3% | +93.0% | +212.3% | +81.7% |
| All | +305.3% | +93.2% | +212.2% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling