+67.6%
XBI vs APLD
+239.8%
-172.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | -0.1% |
| 7D | -1.1% | +2.7% | -3.8% | -1.3% |
| 30D | +2.6% | -21.4% | +24.0% | +3.8% |
| 3M | -4.0% | -47.8% | +43.8% | -0.7% |
| 6M | +10.9% | -64.9% | +75.8% | +16.7% |
| YTD | +23.6% | -34.9% | +58.5% | +24.3% |
| 1Y | +35.1% | -30.7% | +65.9% | +34.9% |
| 3Y | +125.2% | +305.3% | -180.1% | +88.7% |
| All | +67.6% | +239.8% | -172.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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