+67.9%
XLF vs APLD
+255.7%
-187.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +1.2% |
| 7D | +0.7% | +3.1% | -2.3% | +0.6% |
| 30D | +6.0% | -29.4% | +35.3% | +6.9% |
| 3M | +1.0% | -42.8% | +43.8% | +2.4% |
| 6M | +14.0% | -59.5% | +73.4% | +16.3% |
| YTD | +7.2% | -31.8% | +39.0% | +6.8% |
| 1Y | +11.6% | -46.0% | +57.6% | +11.8% |
| 3Y | +81.2% | +252.0% | -170.8% | +61.8% |
| All | +67.9% | +255.7% | -187.8% | +42.2% |
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