+244.7%
APLD vs XRT
+30.9%
+213.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.9% | +3.4% |
| 7D | +3.1% | +2.5% | +0.6% | -0.3% |
| 30D | -29.4% | +10.3% | -39.7% | -38.1% |
| 3M | -42.8% | +2.4% | -45.2% | -45.6% |
| 6M | -59.5% | +10.0% | -69.4% | -65.1% |
| YTD | -31.8% | +9.5% | -41.4% | -40.2% |
| 1Y | -46.0% | +17.2% | -63.2% | -56.5% |
| 3Y | +252.0% | +62.0% | +190.0% | +97.2% |
| All | +244.7% | +30.9% | +213.8% | +100.3% |
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