+43.6%
XLE vs APLD
-53.8%
+97.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.8% | +0.2% |
| 7D | -12.0% | -12.7% | +0.7% | -12.2% |
| 30D | -2.7% | -34.7% | +31.9% | -3.6% |
| 3M | +6.6% | -46.1% | +52.7% | +5.3% |
| 6M | +9.5% | -64.9% | +74.4% | +7.8% |
| YTD | +40.6% | -36.6% | +77.1% | +37.1% |
| 1Y | +43.6% | -50.0% | +93.6% | +41.6% |
| All | +43.6% | -53.8% | +97.4% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling