+305.3%
APLD vs XOP
+43.8%
+261.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.1% |
| 7D | +2.7% | +6.3% | -3.6% | +0.3% |
| 30D | -21.4% | -6.6% | -14.8% | -19.5% |
| 3M | -47.8% | +3.6% | -51.4% | -49.1% |
| 6M | -64.9% | +10.8% | -75.6% | -67.3% |
| YTD | -34.9% | +48.3% | -83.1% | -53.6% |
| 1Y | -30.7% | +42.9% | -73.7% | -49.2% |
| 3Y | +305.3% | +43.3% | +262.0% | +184.6% |
| All | +305.3% | +43.8% | +261.5% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling