+80.5%
XLE vs APLD
+201.5%
-120.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.7% | +11.7% | -2.6% |
| 7D | -10.3% | -27.0% | +16.7% | -9.6% |
| 30D | -3.3% | -44.1% | +40.8% | -2.0% |
| 3M | +8.2% | -52.6% | +60.7% | +10.1% |
| 6M | +5.0% | -64.5% | +69.5% | +7.3% |
| YTD | +40.6% | -42.2% | +82.8% | +40.3% |
| 1Y | +45.0% | -57.2% | +102.2% | +45.8% |
| 3Y | +56.3% | +159.5% | -103.2% | +39.0% |
| All | +80.5% | +201.5% | -120.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling