+77.8%
XLF vs APLD
+185.8%
-108.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.7% | -10.3% | -0.8% |
| 7D | +1.2% | -12.7% | +13.9% | +1.4% |
| 30D | +6.3% | -34.7% | +41.0% | +7.2% |
| 3M | -0.8% | -46.1% | +45.3% | +0.4% |
| 6M | +11.0% | -64.9% | +75.9% | +13.2% |
| YTD | +5.6% | -36.6% | +42.2% | +5.5% |
| 1Y | +10.8% | -50.0% | +60.8% | +11.0% |
| 3Y | +77.8% | +190.1% | -112.3% | +64.7% |
| All | +77.8% | +185.8% | -108.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling