+443.7%
APLD vs XYL
+32.2%
+411.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +4.3% |
| 7D | +4.1% | -5.0% | +9.1% | +11.0% |
| 30D | -11.7% | -13.2% | +1.5% | +5.1% |
| 3M | -40.3% | -3.7% | -36.6% | -40.1% |
| 6M | -8.0% | -17.7% | +9.7% | +15.1% |
| YTD | +7.5% | -21.5% | +29.1% | +40.1% |
| 1Y | +84.0% | -24.5% | +108.5% | +152.1% |
| 3Y | +356.2% | +6.9% | +349.3% | +298.4% |
| All | +443.7% | +32.2% | +411.5% | +155.4% |
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