+64.1%
XLF vs APLD
+448.5%
-384.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -1.6% | -13.2% | +11.6% | -1.3% |
| 3M | +9.3% | -33.8% | +43.0% | +10.3% |
| 6M | +14.6% | -5.9% | +20.5% | +13.9% |
| YTD | +4.7% | +5.1% | -0.4% | +3.3% |
| 1Y | +8.6% | +51.8% | -43.2% | +5.3% |
| 3Y | +73.9% | +397.7% | -323.8% | +53.8% |
| All | +64.1% | +448.5% | -384.4% | +37.5% |
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