+68.8%
XLF vs APLD
+254.9%
-186.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | +1.9% | -6.3% | +8.3% | +2.1% |
| 30D | +6.5% | -29.6% | +36.1% | +7.4% |
| 3M | +1.2% | -42.6% | +43.8% | +2.6% |
| 6M | +14.6% | -59.6% | +74.1% | +16.9% |
| YTD | +7.7% | -32.0% | +39.7% | +7.4% |
| 1Y | +11.8% | -46.9% | +58.7% | +12.0% |
| 3Y | +80.1% | +255.7% | -175.6% | +60.7% |
| All | +68.8% | +254.9% | -186.1% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling