+20.7%
XLK vs APLD
-46.0%
+66.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +1.1% |
| 7D | -7.6% | -18.5% | +10.9% | -4.7% |
| 30D | -12.2% | -32.8% | +20.6% | -7.0% |
| 3M | -5.5% | -46.9% | +41.4% | +3.3% |
| 6M | +9.2% | -53.4% | +62.6% | +19.7% |
| YTD | +23.0% | -32.3% | +55.3% | +25.4% |
| 1Y | +20.7% | -46.5% | +67.2% | +26.0% |
| All | +20.7% | -46.0% | +66.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling