+87.0%
XLI vs APLD
+461.1%
-374.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -1.1% | +4.1% | -5.1% | -1.2% |
| 30D | -5.9% | -11.7% | +5.8% | -5.5% |
| 3M | -0.3% | -40.3% | +40.0% | +1.4% |
| 6M | +0.1% | -8.0% | +8.1% | -0.3% |
| YTD | +13.6% | +7.5% | +6.0% | +12.1% |
| 1Y | +17.2% | +84.0% | -66.8% | +12.8% |
| 3Y | +68.2% | +356.2% | -288.0% | +49.6% |
| All | +87.0% | +461.1% | -374.1% | +56.7% |
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 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