+243.9%
APLD vs XRT
+30.4%
+213.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | -6.3% | +4.1% | -10.4% | -10.8% |
| 30D | -29.6% | +9.9% | -39.5% | -38.0% |
| 3M | -42.6% | +2.3% | -44.9% | -45.4% |
| 6M | -59.6% | +9.6% | -69.1% | -65.0% |
| YTD | -32.0% | +9.1% | -41.1% | -40.1% |
| 1Y | -46.9% | +16.2% | -63.2% | -56.8% |
| 3Y | +255.7% | +60.1% | +195.6% | +102.1% |
| All | +243.9% | +30.4% | +213.5% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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