+190.1%
APLD vs XYL
+5.2%
+184.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +12.0% | +11.5% |
| 7D | -12.7% | +5.9% | -18.6% | -17.8% |
| 30D | -34.7% | -3.9% | -30.8% | -36.2% |
| 3M | -46.1% | -18.7% | -27.4% | -36.5% |
| 6M | -64.9% | -16.9% | -48.0% | -60.9% |
| YTD | -36.6% | -27.4% | -9.2% | -17.4% |
| 1Y | -50.0% | -34.0% | -16.0% | -25.1% |
| 3Y | +190.1% | +5.6% | +184.5% | +88.3% |
| All | +190.1% | +5.2% | +184.9% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling