+9.1%
XLF vs APLD
+85.3%
-76.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | 0.0% | +4.1% | -4.1% | -0.1% |
| 30D | +0.2% | -11.7% | +11.9% | +0.3% |
| 3M | +11.7% | -40.3% | +52.0% | +12.4% |
| 6M | +13.8% | -8.0% | +21.8% | +13.1% |
| YTD | +7.0% | +7.5% | -0.5% | +6.1% |
| 1Y | +9.1% | +84.0% | -74.9% | +9.0% |
| All | +9.1% | +85.3% | -76.2% | +9.0% |
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