+220.6%
APLD vs XME
+54.4%
+166.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.4% | +6.4% | +5.1% |
| 7D | -12.7% | -4.5% | -8.2% | -6.1% |
| 30D | -34.7% | -10.9% | -23.8% | -21.9% |
| 3M | -46.1% | -15.3% | -30.9% | -31.3% |
| 6M | -64.9% | -24.6% | -40.2% | -46.6% |
| YTD | -36.6% | -9.6% | -27.0% | -21.7% |
| 1Y | -50.0% | +2.9% | -52.9% | -47.4% |
| 3Y | +190.1% | +86.9% | +103.2% | +48.4% |
| All | +220.6% | +54.4% | +166.2% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling