-59.8%
APLD vs XYL
-15.6%
-44.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +6.5% |
| 7D | +7.8% | -5.9% | +13.7% | +4.7% |
| 30D | -23.0% | -7.3% | -15.7% | -24.6% |
| 3M | -39.7% | -22.5% | -17.2% | -43.7% |
| 6M | -59.8% | -14.4% | -45.4% | -64.9% |
| All | -59.8% | -15.6% | -44.2% | -64.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling