+190.1%
APLD vs XOP
+25.8%
+164.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.8% |
| 7D | -12.7% | -14.7% | +2.0% | -7.1% |
| 30D | -34.7% | -7.7% | -27.0% | -32.8% |
| 3M | -46.1% | +4.4% | -50.6% | -47.8% |
| 6M | -64.9% | +3.5% | -68.4% | -66.3% |
| YTD | -36.6% | +39.4% | -76.0% | -53.8% |
| 1Y | -50.0% | +39.8% | -89.8% | -63.7% |
| 3Y | +190.1% | +29.7% | +160.5% | +107.9% |
| All | +190.1% | +25.8% | +164.3% | +107.9% |
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 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