+81.5%
XLE vs APLD
+255.7%
-174.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.3% |
| 7D | -7.9% | +3.1% | -11.0% | -8.0% |
| 30D | -4.8% | -29.4% | +24.6% | -4.1% |
| 3M | +8.4% | -42.8% | +51.1% | +9.7% |
| 6M | +12.7% | -59.5% | +72.1% | +14.7% |
| YTD | +41.3% | -31.8% | +73.1% | +40.4% |
| 1Y | +42.3% | -46.0% | +88.3% | +42.1% |
| 3Y | +65.1% | +252.0% | -186.9% | +45.2% |
| All | +81.5% | +255.7% | -174.3% | +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