+74.0%
XLI vs APLD
+230.9%
-156.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.7% | -9.6% | -0.3% |
| 7D | -2.8% | -12.7% | +9.9% | -2.4% |
| 30D | -3.1% | -34.7% | +31.6% | -1.6% |
| 3M | -11.7% | -46.1% | +34.4% | -9.8% |
| 6M | -7.6% | -64.9% | +57.3% | -4.4% |
| YTD | +5.7% | -36.6% | +42.3% | +6.2% |
| 1Y | +7.8% | -50.0% | +57.8% | +8.9% |
| 3Y | +67.4% | +190.1% | -122.7% | +51.5% |
| All | +74.0% | +230.9% | -156.8% | +48.5% |
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 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