+229.3%
APLD vs XYL
+17.8%
+211.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.9% |
| 7D | +2.7% | -3.7% | +6.4% | +6.7% |
| 30D | -21.4% | -8.3% | -13.1% | -19.6% |
| 3M | -47.8% | -21.4% | -26.4% | -35.5% |
| 6M | -64.9% | -12.9% | -52.0% | -63.4% |
| YTD | -34.9% | -30.1% | -4.8% | -10.2% |
| 1Y | -30.7% | -35.2% | +4.4% | +5.9% |
| 3Y | +305.3% | -0.8% | +306.1% | +253.5% |
| All | +229.3% | +17.8% | +211.4% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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