-35.8%
APLD vs XYL
-36.5%
+0.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.2% | -5.3% |
| 7D | +19.6% | -6.0% | +25.6% | +20.1% |
| 30D | -24.5% | -8.3% | -16.2% | -24.8% |
| 3M | -45.6% | -22.6% | -23.0% | -40.4% |
| 6M | -61.4% | -15.0% | -46.4% | -62.0% |
| YTD | -30.9% | -30.2% | -0.7% | -24.2% |
| 1Y | -35.8% | -36.4% | +0.6% | -21.8% |
| All | -35.8% | -36.5% | +0.6% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling