+68.3%
XBI vs APLD
+260.6%
-192.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -2.9% |
| 7D | +1.9% | +19.6% | -17.7% | +0.7% |
| 30D | +3.0% | -24.5% | +27.5% | +4.5% |
| 3M | -5.1% | -45.6% | +40.4% | -2.1% |
| 6M | +12.2% | -61.4% | +73.6% | +17.4% |
| YTD | +24.1% | -30.9% | +55.0% | +24.4% |
| 1Y | +33.1% | -35.8% | +68.9% | +33.3% |
| 3Y | +127.3% | +261.4% | -134.1% | +91.4% |
| All | +68.3% | +260.6% | -192.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling