+82.2%
XLE vs APLD
+254.9%
-172.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -6.7% | -6.3% | -0.4% | -6.6% |
| 30D | -4.4% | -29.6% | +25.2% | -3.7% |
| 3M | +4.0% | -42.6% | +46.6% | +5.2% |
| 6M | +13.2% | -59.6% | +72.7% | +15.2% |
| YTD | +41.9% | -32.0% | +73.9% | +41.0% |
| 1Y | +41.6% | -46.9% | +88.6% | +41.5% |
| 3Y | +64.0% | +255.7% | -191.7% | +44.2% |
| All | +82.2% | +254.9% | -172.6% | +55.3% |
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