+80.5%
XLE vs APLD
+230.9%
-150.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.8% | -0.3% |
| 7D | -12.0% | -12.7% | +0.7% | -11.7% |
| 30D | -2.7% | -34.7% | +31.9% | -1.8% |
| 3M | +6.6% | -46.1% | +52.7% | +8.1% |
| 6M | +9.5% | -64.9% | +74.4% | +12.0% |
| YTD | +40.6% | -36.6% | +77.1% | +39.9% |
| 1Y | +43.6% | -50.0% | +93.6% | +43.7% |
| 3Y | +58.1% | +190.1% | -132.0% | +40.1% |
| All | +80.5% | +230.9% | -150.3% | +54.1% |
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