+86.1%
XLI vs APLD
+502.3%
-416.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.8% | -0.8% |
| 7D | +1.0% | +16.6% | -15.6% | +0.4% |
| 30D | -5.8% | -3.1% | -2.7% | -5.8% |
| 3M | +0.7% | -30.9% | +31.6% | +1.8% |
| 6M | +3.2% | +12.6% | -9.4% | +2.0% |
| YTD | +13.0% | +15.5% | -2.4% | +11.2% |
| 1Y | +16.8% | +103.5% | -86.7% | +12.0% |
| 3Y | +72.4% | +446.5% | -374.1% | +52.4% |
| All | +86.1% | +502.3% | -416.3% | +55.5% |
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