+86.6%
XLE vs APLD
+461.1%
-374.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -0.9% |
| 7D | +2.2% | +4.1% | -1.9% | +2.1% |
| 30D | +11.8% | -11.7% | +23.5% | +12.1% |
| 3M | +9.8% | -40.3% | +50.1% | +11.1% |
| 6M | +15.6% | -8.0% | +23.5% | +14.8% |
| YTD | +45.3% | +7.5% | +37.7% | +42.9% |
| 1Y | +48.3% | +84.0% | -35.7% | +42.2% |
| 3Y | +55.4% | +356.2% | -300.8% | +36.2% |
| All | +86.6% | +461.1% | -374.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling