+74.6%
XBI vs APLD
+255.7%
-181.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +2.6% |
| 7D | +3.2% | +3.1% | +0.1% | +2.9% |
| 30D | +2.0% | -29.4% | +31.4% | +3.9% |
| 3M | -0.3% | -42.8% | +42.5% | +2.6% |
| 6M | +16.6% | -59.5% | +76.1% | +21.6% |
| YTD | +28.8% | -31.8% | +60.6% | +29.2% |
| 1Y | +44.6% | -46.0% | +90.6% | +46.2% |
| 3Y | +137.1% | +252.0% | -114.9% | +100.0% |
| All | +74.6% | +255.7% | -181.1% | +27.6% |
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