+74.0%
XBI vs APLD
+281.1%
-207.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.4% | -6.6% | +0.3% |
| 7D | -1.8% | +7.8% | -9.6% | -2.3% |
| 30D | +3.2% | -23.0% | +26.2% | +4.6% |
| 3M | -1.1% | -39.7% | +38.6% | +1.4% |
| 6M | +16.1% | -59.8% | +75.9% | +21.2% |
| YTD | +28.3% | -27.0% | +55.3% | +28.1% |
| 1Y | +37.7% | -37.3% | +75.0% | +38.0% |
| 3Y | +134.9% | +281.9% | -146.9% | +97.2% |
| All | +74.0% | +281.1% | -207.1% | +26.5% |
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