+249.5%
APLD vs XPO
+442.4%
-192.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.1% | -5.3% |
| 7D | +19.6% | +6.9% | +12.8% | +16.3% |
| 30D | -24.5% | +4.1% | -28.6% | -25.7% |
| 3M | -45.6% | -9.7% | -35.8% | -43.0% |
| 6M | -61.4% | -3.8% | -57.6% | -61.0% |
| YTD | -30.9% | +38.8% | -69.6% | -40.1% |
| 1Y | -35.8% | +34.2% | -70.0% | -43.7% |
| 3Y | +261.4% | +126.9% | +134.5% | +112.2% |
| All | +249.5% | +442.4% | -192.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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