+243.9%
APLD vs XYZ
-29.5%
+273.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +1.7% |
| 7D | -6.3% | +12.6% | -19.0% | -13.4% |
| 30D | -29.6% | +10.8% | -40.4% | -34.3% |
| 3M | -42.6% | +8.4% | -51.0% | -46.1% |
| 6M | -59.6% | +14.3% | -73.9% | -63.5% |
| YTD | -32.0% | +31.5% | -63.5% | -44.8% |
| 1Y | -46.9% | +28.1% | -75.1% | -56.2% |
| 3Y | +255.7% | +66.2% | +189.5% | +138.0% |
| All | +243.9% | -29.5% | +273.4% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling