+244.7%
APLD vs XYL
+24.2%
+220.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +6.0% |
| 7D | +3.1% | +2.1% | +1.0% | +0.2% |
| 30D | -29.4% | -3.4% | -26.0% | -31.5% |
| 3M | -42.8% | -17.2% | -25.6% | -32.9% |
| 6M | -59.5% | -12.0% | -47.4% | -57.7% |
| YTD | -31.8% | -26.3% | -5.5% | -10.8% |
| 1Y | -46.0% | -33.5% | -12.5% | -18.4% |
| 3Y | +252.0% | +6.4% | +245.6% | +184.1% |
| All | +244.7% | +24.2% | +220.6% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling