+244.7%
APLD vs XOP
+37.7%
+207.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.4% |
| 7D | +3.1% | -10.0% | +13.1% | +10.9% |
| 30D | -29.4% | -9.1% | -20.3% | -25.1% |
| 3M | -42.8% | +5.1% | -47.9% | -45.8% |
| 6M | -59.5% | +6.4% | -65.8% | -63.1% |
| YTD | -31.8% | +39.7% | -71.5% | -53.4% |
| 1Y | -46.0% | +37.2% | -83.3% | -62.6% |
| 3Y | +252.0% | +37.6% | +214.4% | +138.4% |
| All | +244.7% | +37.7% | +207.1% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling