+220.6%
APLD vs XRT
+26.3%
+194.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.7% | +11.5% | +11.7% |
| 7D | -12.7% | +0.9% | -13.6% | -14.5% |
| 30D | -34.7% | +7.9% | -42.6% | -41.4% |
| 3M | -46.1% | -0.2% | -45.9% | -47.5% |
| 6M | -64.9% | +5.6% | -70.4% | -68.3% |
| YTD | -36.6% | +5.7% | -42.3% | -42.2% |
| 1Y | -50.0% | +14.6% | -64.6% | -58.8% |
| 3Y | +190.1% | +50.7% | +139.4% | +76.6% |
| All | +220.6% | +26.3% | +194.3% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling